Ruin probability for the bi-seasonal discrete time risk model with dependent claims
Volume 6, Issue 1 (2019), pp. 133–144
Pub. online: 1 October 2018
Type: Research Article
Open Access
Open Access
Received
19 July 2018
19 July 2018
Revised
22 September 2018
22 September 2018
Accepted
22 September 2018
22 September 2018
Published
1 October 2018
1 October 2018
Abstract
The discrete time risk model with two seasons and dependent claims is considered. An algorithm is created for computing the values of the ultimate ruin probability. Theoretical results are illustrated with numerical examples.
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