Some results on the extreme distributions of surplus process with nonhomogeneous claim occurrences

Tank, FatihTuncel, Altan2020-06-252020-06-252015Tank 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 - 484.1303-5010https://hdl.handle.net/20.500.12587/6183Tank, Fatih/0000-0003-3758-396XIn 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.eninfo:eu-repo/semantics/closedAccessSurplus processNon-homogenous claim occurrencesExtreme distributionsSurvival probabilitySome results on the extreme distributions of surplus process with nonhomogeneous claim occurrencesArticle4424754842-s2.0-84961616001Q2177369WOS:000355858400019Q4