Survival Probabilities For Compound Binomial Risk Model With Discrete Phase-Type Claims

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dc.contributor.authorTuncel, Altan
dc.date.accessioned2020-06-25T14:46:30Z
dc.date.available2020-06-25T14:46:30Z
dc.date.issued2016
dc.departmentKırıkkale Üniversitesi
dc.description.abstractDue 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.en_US
dc.identifier.citationTuncel, A. (2016). Survival Probabilities For Compound Binomial Risk Model With Discrete Phase-Type Claims. Communications Series A1: Mathematics and Statistics, 65(2), 11 - 22.en_US
dc.identifier.endpage22en_US
dc.identifier.issn1303-5991
dc.identifier.issn2618-6470
dc.identifier.issue2en_US
dc.identifier.startpage11en_US
dc.identifier.trdizinidtrdizinikyoktur
dc.identifier.urihttps://app.trdizin.gov.tr/publication/paper/detail/TWpBNU56UXpNdz09
dc.identifier.urihttps://hdl.handle.net/20.500.12587/1400
dc.identifier.volume65en_US
dc.identifier.wosWOS:000407341300002
dc.identifier.wosqualityN/A
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakTR-Dizin
dc.language.isotr
dc.relation.ispartofCommunications Series A1: Mathematics and Statistics
dc.relation.publicationcategoryMakale - Ulusal Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectMatematiken_US
dc.subjectİstatistik ve Olasılıken_US
dc.titleSurvival Probabilities For Compound Binomial Risk Model With Discrete Phase-Type Claimsen_US
dc.typeArticle

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