Ruin probability analysis in geometric inhomogeneous claims case
The discrete time risk model with inhomogeneous claims is analyzed. The finite time ruin probability expression is obtained for the case when claims are distributed by geometric distribution with changing parameters. Some quantitave examples are also given.
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2011-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
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| Online Access: | https://www.journals.vu.lt/LMR/article/view/15446 |