Multiseasonal discrete-time risk model revisited
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
https://link.springer.com/content/pdf/10.1007/s10986-023-09613-z.pdf
Reference39 articles.
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2. K. Blaževičius, E. Bieliauskienė, and J. Šiaulys, Finite-time ruin probability in the inhomogeneous claim case, Lith. Math. J., 50(3):260–270, 2010, https://doi.org/https://doi.org/10.1007/s10986-010-9084-2.
3. J. Damarackas and J. Šiaulys, Bi-seasonal discrete time risk model, Appl. Math. Comput., 247:930–940, 2014, https://doi.org/https://doi.org/10.1016/j.amc.2014.09.040.
4. F.E. De Vylder, La formule de Picard et Lefèvre pour la probabilité de ruine en temps fini, Bulletin Français d’Actuariat, 1(2):31–40, 1997.
5. F.E. De Vylder, Numerical finite-time ruin probabilities by the Picard–Lefèvre formula, Scand. Actuarial J., 1999(2): 97–105, 1999, https://doi.org/https://doi.org/10.1080/03461239950132598.
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