Some results on the extreme distributions of surplus process with nonhomogeneous claim occurrences
Yükleniyor...
Tarih
2015
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Hacettepe Univ, Fac Sci
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
In this paper; survival (non-ruin) probability after a definite time period of an insurance company is studied in a discrete time model based on non-homogenous claim occurrences. Furthermore, distributions of the minimum and maximum levels of surplus in compound binomial risk model with non-homogeneous claim occurrences are obtained and some of its characteristics are given.
Açıklama
Tank, Fatih/0000-0003-3758-396X
Anahtar Kelimeler
Surplus process, Non-homogenous claim occurrences, Extreme distributions, Survival probability
Kaynak
Hacettepe Journal Of Mathematics And Statistics
WoS Q Değeri
Q4
Scopus Q Değeri
Q2
Cilt
44
Sayı
2
Künye
Tank F., Tuncel A. (2015). Some results on the extreme distributions of surplus process with nonhomogeneous claim occurrences. Hacettepe Journal of Mathematics and Statistics, 44(2), 475 - 484.
