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math.PR2022★ 3 cited
Multi seasonal discrete time risk model revisited
Andrius Grigutis, Jonas Jankauskas, Jonas Šiaulys
In this work we set up the distribution function of , where the random walk is generate…
math.PR2021
On determinants originating from survival probabilities in homogeneous discrete time risk model
Andrius Grigutis, Jonas Jankauskas
We analyze Hankel-like determinants that arise in the initial values problem for the ultimate time survival probability in a homogeneous discrete time risk…