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Showing 2020 · math.PRShow all
3 papers · 2 filters
math.PR2020
An ergodic theorem for subadditive random functions on vector semigroups
Vytautas Kazakevicius
Let , , be a semigroup of ergodic measure-preserving transformations of a probability space and a real random functio…
math.PR2020★ 5 cited
Ruin probability for the bi-seasonal discrete time risk model with dependent claims
Olga Navickienė, Jonas Sprindys, Jonas Šiaulys
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 res…
math.PR2020★ 2 cited
Asymptotics for the sum of three state Markov dependent random variables
Gabija Liaudanskaitė, Vydas Čekanavičius
The insurance model when the amount of claims depends on the state of the insured person (healthy, ill, or dead) and claims are connected in a Markov chain is investigated. The sig…