Research Article

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

Volume: 44 Number: 2 April 1, 2015
EN

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

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

References

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Details

Primary Language

English

Subjects

Statistics

Journal Section

Research Article

Authors

Altan Tuncel This is me

Publication Date

April 1, 2015

Submission Date

February 26, 2014

Acceptance Date

April 30, 2014

Published in Issue

Year 2015 Volume: 44 Number: 2

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