论文标题
重新审视多季节性离散时间风险模型
Multi seasonal discrete time risk model revisited
论文作者
论文摘要
在这项工作中，我们设置了$ \ Mathcal {m}的分布功能：= \ sup_ {n \ geqslant1} \ sum_ {i = 1}^{n} {（z_i-be） $ n $定期出现的分布以及整数值和非负随机变量$ z_1，\，z_2，\，\ ldots $是独立的。被考虑的随机步行会生成所谓的多季节性离散时间风险模型，以及随机变量$ \ MATHCAL {M} $的已知分布，使得可以计算最终的时间损失或生存概率。验证获得的理论语句我们演示了几个生存概率的计算示例$ \ mathbb {p}（\ Mathcal {m} <u）$当$ n = 2，\，3 $或$ 10 $时。
In this work we set up the distribution function of $\mathcal{M}:=\sup_{n\geqslant1}\sum_{i=1}^{n}{(Z_i-1)}$, where the random walk $\sum_{i=1}^{n}Z_i, n\in\mathbb{N},$ is generated by $N$ periodically occurring distributions and the integer-valued and non-negative random variables $Z_1,\,Z_2,\,\ldots$ are independent. The considered random walk generates so-called multi seasonal discrete time risk model, and a known distribution of random variable $\mathcal{M}$ enables to calculate ultimate time ruin or survival probability. Verifying obtained theoretical statements we demonstrate several computational examples for survival probability $\mathbb{P}(\mathcal{M}< u)$ when $N=2,\,3$ or $10$.
