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

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TANK F., Tuncel A.

HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, cilt.44, sa.2, ss.475-484, 2015 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 44 Sayı: 2
  • Basım Tarihi: 2015
  • Doi Numarası: 10.15672/hjms.2014127463
  • Dergi Adı: HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, TR DİZİN (ULAKBİM)
  • Sayfa Sayıları: ss.475-484
  • Anahtar Kelimeler: Surplus process, Non-homogenous claim occurrences, Extreme distributions, Survival probability, COMPOUND BINOMIAL MODEL, RUIN PROBABILITIES, RISK MODEL
  • Ankara Üniversitesi Adresli: Evet

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.