Note on the bi-risk discrete time risk model with income rate two
This article provides survival probability calculation formulas for bi-risk discrete time risk model with income rate two. More precisely, the possibility for the stochastic process $u+2t-{\textstyle\sum _{i=1}^{t}}{X_{i}}-{\textstyle\sum _{j=1}^{\lfloor t/2\rfloor }}{Y_{j}}$, $u\in \mathbb{N}\cup \...
Main Authors: | Andrius Grigutis, Artur Nakliuda |
---|---|
Format: | Article |
Language: | English |
Published: |
VTeX
2022-06-01
|
Series: | Modern Stochastics: Theory and Applications |
Subjects: | |
Online Access: | https://www.vmsta.org/doi/10.15559/22-VMSTA209 |
Similar Items
-
Recurrent Sequences Play for Survival Probability of Discrete Time Risk Model
by: Andrius Grigutis, et al.
Published: (2020-12-01) -
Kaplan-Meyer Survival Curves: Simulation Technique
by: H. HOLUBOVA
Published: (2021-12-01) -
Optimal Task Abort and Maintenance Policies Considering Time Redundancy
by: Ke Chen, et al.
Published: (2022-04-01) -
Controlling probability transfer in the discrete-time quantum walk by modulating the symmetries
by: Tian Chen, et al.
Published: (2017-01-01) -
Discrete-Time Risk Models with Claim Correlated Premiums in a Markovian Environment
by: Dhiti Osatakul, et al.
Published: (2021-01-01)