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arXiv · 2508.14662

Discrete time risk models with m-dependent random variables

Nguyen Huy Hoang·Tran Dinh Phung
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Abstract

The main purpose of the paper is to study ruin probabilities in two discrete time risk models under rates of interest, where the premiums and claims are two independent sequences of m-dependent random variables, and the rate of interest is a sequence of identically distributed random variables. Our results extend the corresponding ones for independent random sequences.

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Nguyen Huy Hoang, Tran Dinh Phung. 2025-08-20. Discrete time risk models with m-dependent random variables. https://arxiv.org/abs/2508.14662

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