محاسبه احتمال وقوع زمان نابودی و برخی توزیع های مشترک در مدل ریسک زمان گسسته با حوادث ادعایی تبادلی

In this paper, we study a discrete time risk model based on exchangeable dependent claim occurrences. In particular, we obtain expressions for the finite time non-ruin probability, and the joint distribution of the time to ruin, the surplus immediately before ruin, and the deficit at ruin. An illustration of the results is given and some implications of the results are provided. Comparisons are made with the corresponding results for the classical compound binomial model of independent and identically distributed claim occurrences.