This bachelor thesis is related with ruin probability of seasonal discrete time risk model. In this case, we choose model of two different claims where one claim happens in odd and another in even time units. According to it, occured claims reduce insurer's surplus. Therefore, we submit recursive formula to calculate ruin probability in bi-seasonal discrete time risk model and its proof. Consequently, theoretical part is illustrated with numerical examples
This paper derives several formulas for the probability of eventual ruin in a discrete-time model. I...
Two upper bounds for ruin probability under the discrete time risk model for insurance controlled by...
The severity of ruin in a discrete semi-Markov risk model is studied. A recursive system for finding...
The discrete time risk model with two seasons and dependent claims is considered. An algorithm is cr...
Recursive formula for infinite time ruin probability in the multi-seasonal discrete-time risk model ...
In this thesis, the discrete-time risk model with inhomogeneous claims is investigated. This model d...
In this bachelor thesis we investigate the discrete time risk model when premium rate equals one or ...
This paper deals with the discrete-time risk model with nonidentically distributed claims. We suppos...
In this bachelor thesis finite and ultimate time survival probabilities of bi-seasonal discrete time...
In this thesis, the discrete-time risk model with inhomogeneous claims is investigated. This model d...
One of the methods to approximate the ruin probability of a (insurance and reinsurance) company is t...
In this paper we analyze ultimate survival probability in bi-seasonal, three-seasonal and four-seaso...
In ruin theory, the net profit condition intuitively means that the sizes of the incurred random cla...
This paper investigates the probability of ruin within a finite period of time in the context of an ...
Using an approach similar to that of Gerber and Shiu (1998), a recursive formula is given for the ex...
This paper derives several formulas for the probability of eventual ruin in a discrete-time model. I...
Two upper bounds for ruin probability under the discrete time risk model for insurance controlled by...
The severity of ruin in a discrete semi-Markov risk model is studied. A recursive system for finding...
The discrete time risk model with two seasons and dependent claims is considered. An algorithm is cr...
Recursive formula for infinite time ruin probability in the multi-seasonal discrete-time risk model ...
In this thesis, the discrete-time risk model with inhomogeneous claims is investigated. This model d...
In this bachelor thesis we investigate the discrete time risk model when premium rate equals one or ...
This paper deals with the discrete-time risk model with nonidentically distributed claims. We suppos...
In this bachelor thesis finite and ultimate time survival probabilities of bi-seasonal discrete time...
In this thesis, the discrete-time risk model with inhomogeneous claims is investigated. This model d...
One of the methods to approximate the ruin probability of a (insurance and reinsurance) company is t...
In this paper we analyze ultimate survival probability in bi-seasonal, three-seasonal and four-seaso...
In ruin theory, the net profit condition intuitively means that the sizes of the incurred random cla...
This paper investigates the probability of ruin within a finite period of time in the context of an ...
Using an approach similar to that of Gerber and Shiu (1998), a recursive formula is given for the ex...
This paper derives several formulas for the probability of eventual ruin in a discrete-time model. I...
Two upper bounds for ruin probability under the discrete time risk model for insurance controlled by...
The severity of ruin in a discrete semi-Markov risk model is studied. A recursive system for finding...