2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/214098Following an article by Muller and Pflug, we study the adjustment coefficient of ruin theory in a context of temporal dependency. We provide a consistent estimator of this coefficient, and perform some simulations.Statistics TheoryProbabilityApplications37A50 ; 60E15; 37D20Adjustment coefficient for risk processes in some dependent contextstext