Survival Probabilities For Compound Binomial Risk Model With Discrete Phase-Type Claims
Yükleniyor...
Tarih
2016
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
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.
Açıklama
Anahtar Kelimeler
Matematik, İstatistik ve Olasılık
Kaynak
Communications Series A1: Mathematics and Statistics
WoS Q Değeri
N/A
Scopus Q Değeri
Cilt
65
Sayı
2
Künye
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.
