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

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

Abstract

References

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There are 1 citations in total.

Details

Primary Language	English
Subjects	Statistics
Journal Section	Statistics
Authors	Fatih Tank Altan Tuncel This is me
Publication Date	April 1, 2015
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.
AMA	Tank F, Tuncel A. Some results on the extreme distributions of surplus process with nonhomogeneous claim occurrences. Hacettepe Journal of Mathematics and Statistics. April 2015;44(2):475-484.
Chicago	Tank, Fatih, and Altan Tuncel. “Some Results on the Extreme Distributions of Surplus Process With Nonhomogeneous Claim Occurrences”. Hacettepe Journal of Mathematics and Statistics 44, no. 2 (April 2015): 475-84.
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	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, 2015.
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 2015), 475-484.
JAMA	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, 2015, pp. 475-84.
Vancouver	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):475-84.