Fatih TANK, Altan TUNCEL

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

Yayın Aralığı: 6
Başlangıç: 2002
Yayıncı: Hacettepe Üniversitesi Fen Fakultesi

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.

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