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