@article{Yuan2024, 
author = {Huifang Yuan and Tao Jiang and Min Xiao},
title = {The ruin probability of a discrete risk model with unilateral linear dependent claims},
year = {2024},
journal = {AIMS Mathematics},
volume = {9},
number = {4},
pages = {9785-9807},
keywords = {semi-heavy-tailed, unilateral linear dependence, stationary noise, finite-time ruin probability},
url = {https://www.sciopen.com/article/10.3934/math.2024479},
doi = {10.3934/math.2024479},
abstract = {This article focuses on analyzing the finite-time ruin probability within a specific class of discrete risk models. These models incorporate dependent claims, an interest rate component, and stationary noise terms exhibiting semi-heavy-tailed behavior. In this framework, the claim amount follows a unilateral linear dependent process with independent and identically distributed noise terms, while the discount factor is determined by both the interest rate and time. The finite-time ruin probability has been derived under insurance risk conditions resembling the gamma distribution.}
}