A. Grigutis

activity

20162026

most citedRuin probability in the three-seasonal discrete-time risk model

9 citations · 32 across the 18 of their papers we have counts for

collaborators

Showing 2021 · math.PRShow all

2 papers · 2 filters

math.PR2021

Bi-seasonal discrete time risk model with income rate two

Alina Alencenovič, Andrius Grigutis

This paper proceeds an approximate calculation of ultimate time survival probability for bi-seasonal discrete time risk model when premium rate equals two. The same model with inco…

math.PR2021

On $2 \times 2$ determinants originating from survival probabilities in homogeneous discrete time risk model

Andrius Grigutis, Jonas Jankauskas

We analyze $2 \times 2$ Hankel-like determinants $D_{n}$ that arise in the initial values problem for the ultimate time survival probability $φ (u)$ in a homogeneous discrete time risk…

Bi-seasonal discrete time risk model with income rate two

On 2×2 determinants originating from survival probabilities in homogeneous discrete time risk model

On $2 \times 2$ determinants originating from survival probabilities in homogeneous discrete time risk model