# 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} }

. 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

### Distribution of Shifted Discrete Random Walk and Vandermonde matrices

- Mathematics
- 2022

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…

### Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory

- Mathematics
- 2022

In this paper, we set up the distribution function

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