Survival Probabilities For Compound Binomial Risk Model With Discrete Phase-Type Claims
Citation
Tuncel, A. (2016). Survival Probabilities For Compound Binomial Risk Model With Discrete Phase-Type Claims. Communications Series A1: Mathematics and Statistics, 65(2), 11 - 22.Abstract
Due to having useful properties in approximating to the otherdistributions and mathematically tractable, phase type distributions are commonly used in actuarial risk theory. Claim occurrence time and individualclaim size distributions are modelled by phase type distributions in literature.This paper aims to calculate the survival probabilities of an insurance company under the assumption that compound binomial risk model where theindividual claim sizes are distributed as discrete Phase Type distribution.
Source
Communications Series A1: Mathematics and StatisticsVolume
65Issue
2URI
https://app.trdizin.gov.tr/publication/paper/detail/TWpBNU56UXpNdz09https://hdl.handle.net/20.500.12587/1400