A specific of these problems is that primitive variants of their solution have very high complexity. These procedures also need to solve some auxiliary algorithmic problems: of convenient designations and symbolic calculations, some enumeration problem and so on. The ruin probability calculation is connected as with a definition of special sums of exponents so with a calculation of ruin probability asymptotic. Markov chain generation reduces to a definition of permissible solutions of appropriate transportation problems. First numerical experiments show that without a solution of these algorithmic problems it is impossible to construct programs of numerical calculation of the ruin probability. Algorithmic problems are connected as with accuracy calculation of the ruin probability so when we deal with its asymptotic analysis. Such model of the interest force is suggested by A.A. In this paper we consider some algorithmic problems which occur in a calculation of a ruin probability in discrete time risk model with an interest force which creates stationary and reversible Markov chain. Keywords: ruin probability, transportation problem, asymptotic formula, enumeration problem These problems are connected as with a generation of the Markov chain by its stationary distribution so with a calculation of the ruin probability. 7, IAM, FEB RAS, e-mail: this paper we consider some algorithmic problems which appear in a calculation of a ruin probability in discrete time risk models with an interest force which creates stationary and reversible Markov chain. ALGORITHMIC PROBLEMS IN DISCRETE TIME RISK MODELĦ40041, Russia, Vladivostok, Radio str.
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