Computational results on the compound binomial risk model with nonhomogeneous claim occurrences

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dc.contributor.authorTuncel, Altan
dc.contributor.authorTank, Fatih
dc.date.accessioned2020-06-25T18:12:13Z
dc.date.available2020-06-25T18:12:13Z
dc.date.issued2014
dc.departmentKırıkkale Üniversitesi
dc.descriptionTank, Fatih/0000-0003-3758-396X
dc.description.abstractThe aim of this paper is to give a recursive formula for non-ruin (survival) probability when the claim occurrences are nonhomogeneous in the compound binomial risk model. We give recursive formulas for non-ruin (survival) probability and for distribution of the total number of claims under the condition that the claim occurrences are nonhomogeneous. (C) 2013 Elsevier B.V. All rights reserved.en_US
dc.description.sponsorshipScientific and Technological Research Council of Turkey (TUBITAK)Turkiye Bilimsel ve Teknolojik Arastirma Kurumu (TUBITAK)en_US
dc.description.sponsorshipFatih Tank also acknowledges the financial support of The Scientific and Technological Research Council of Turkey (TUBITAK) during his post doctoral research at University of Amsterdam, The Netherlands.en_US
dc.identifier.citationTuncel, Altan & Tank, Fatih. (2014). Computational results on the compound binomial risk model with nonhomogeneous claim occurrences. Journal of Computational and Applied Mathematics. 263. 69–77.en_US
dc.identifier.doi10.1016/j.cam.2013.12.004
dc.identifier.endpage77en_US
dc.identifier.issn0377-0427
dc.identifier.issn1879-1778
dc.identifier.scopus2-s2.0-84891413538
dc.identifier.scopusqualityQ1
dc.identifier.startpage69en_US
dc.identifier.urihttps://doi.org/10.1016/j.cam.2013.12.004
dc.identifier.urihttps://hdl.handle.net/20.500.12587/5806
dc.identifier.volume263en_US
dc.identifier.wosWOS:000332135300007
dc.identifier.wosqualityQ1
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherElsevier Science Bven_US
dc.relation.ispartofJournal Of Computational And Applied Mathematics
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectCompound binomial risk modelen_US
dc.subjectNonhomogeneous claim occurrencesen_US
dc.subjectNon-ruin probabilityen_US
dc.subjectRecursive formulaeen_US
dc.titleComputational results on the compound binomial risk model with nonhomogeneous claim occurrencesen_US
dc.typeArticle

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