Multi seasonal discrete time risk model revisited

Andrius Grigutis, Jonas Jankauskas, Jonas Šiaulys

In this work we set up the distribution function of $\mathcal{M}:={\sup }_{n⩾1}{\sum }_{i=1}^n(Z_i-1)$, where the random walk ${\sum }_{i=1}^n{Z}_i,n\in \mathbb{N},$ is generate…