• Corpus ID: 250334274

# Multi seasonal discrete time risk model revisited

@inproceedings{Grigutis2022MultiSD,
title={Multi seasonal discrete time risk model revisited},
author={Andrius Grigutis and Jonas Jankauskas and Jonas vSiaulys},
year={2022}
}
• Published 7 July 2022
• Mathematics
. In this work we set up the distribution function of M := sup n > 1 P ni =1 ( Z i − 1), where the random walk P ni =1 Z i , n ∈ N , is generated by N periodically occurring distributions and the integer-valued and non-negative random variables Z 1 , Z 2 , . . . are independent. The considered random walk generates so-called multi seasonal discrete time risk model, and a known distribution of random variable M enables to calculate ultimate time ruin or survival probability. Verifying obtained…
2 Citations

## Tables from this paper

In this work we set up the generating function of the ultimate time survival probability $\varphi(u+1)$, where \varphi(u)=\mathbb{P}\left(\sup_{n\geqslant

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