Skip to main content

Table 5 Adjustment coefficients of the marginal ruin probabilities for model \(\pmb{\operatorname{BPMA}(1)}\)

From: Bidimensional discrete-time risk models based on bivariate claim count time series

α

0

0.25

0.5

0.75

1

\(t'\)

0.1667

0.1396

0.1265

0.1186

0.1134

\(s'\)

0.9444

0.8130

0.7562

0.7229

0.7008