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

Yıl 2015, Cilt: 44 Sayı: 2, 475 - 484, 01.04.2015

Fatih Tank , Altan Tuncel

Öz

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. 

Anahtar Kelimeler

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

Kaynakça

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