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

Fatih Tank; Altan Tuncel

Research Article

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

Year 2015, Volume: 44 Issue: 2, 475 - 484, 01.04.2015

Fatih Tank , Altan Tuncel

https://izlik.org/JA84KA57SG

Abstract

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.

Keywords

Surplus process , Non-homogenous claim occurrences , Extreme distributions , Survival probability

References

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Year 2015, Volume: 44 Issue: 2, 475 - 484, 01.04.2015

Fatih Tank , Altan Tuncel

https://izlik.org/JA84KA57SG

Abstract

References

...

There are 1 citations in total.

Details

Primary Language	English
Subjects	Statistics
Journal Section	Research Article
Authors	Fatih Tank Altan Tuncel This is me
Publication Date	April 1, 2015
IZ	https://izlik.org/JA84KA57SG
Published in Issue	Year 2015 Volume: 44 Issue: 2

Cite

APA	Tank, 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. https://izlik.org/JA84KA57SG
AMA	1.Tank F, Tuncel A. Some results on the extreme distributions of surplus process with nonhomogeneous claim occurrences. Hacettepe Journal of Mathematics and Statistics. 2015;44(2):475-484. https://izlik.org/JA84KA57SG
Chicago	Tank, Fatih, and Altan Tuncel. 2015. “Some Results on the Extreme Distributions of Surplus Process With Nonhomogeneous Claim Occurrences”. Hacettepe Journal of Mathematics and Statistics 44 (2): 475-84. https://izlik.org/JA84KA57SG.
EndNote	Tank F, Tuncel A (April 1, 2015) Some results on the extreme distributions of surplus process with nonhomogeneous claim occurrences. Hacettepe Journal of Mathematics and Statistics 44 2 475–484.
IEEE	[1]F. Tank and A. Tuncel, “Some results on the extreme distributions of surplus process with nonhomogeneous claim occurrences”, Hacettepe Journal of Mathematics and Statistics, vol. 44, no. 2, pp. 475–484, Apr. 2015, [Online]. Available: https://izlik.org/JA84KA57SG
ISNAD	Tank, Fatih - Tuncel, Altan. “Some Results on the Extreme Distributions of Surplus Process With Nonhomogeneous Claim Occurrences”. Hacettepe Journal of Mathematics and Statistics 44/2 (April 1, 2015): 475-484. https://izlik.org/JA84KA57SG.
JAMA	1.Tank F, Tuncel A. Some results on the extreme distributions of surplus process with nonhomogeneous claim occurrences. Hacettepe Journal of Mathematics and Statistics. 2015;44:475–484.
MLA	Tank, Fatih, and Altan Tuncel. “Some Results on the Extreme Distributions of Surplus Process With Nonhomogeneous Claim Occurrences”. Hacettepe Journal of Mathematics and Statistics, vol. 44, no. 2, Apr. 2015, pp. 475-84, https://izlik.org/JA84KA57SG.
Vancouver	1.Fatih Tank, Altan Tuncel. Some results on the extreme distributions of surplus process with nonhomogeneous claim occurrences. Hacettepe Journal of Mathematics and Statistics [Internet]. 2015 Apr. 1;44(2):475-84. Available from: https://izlik.org/JA84KA57SG