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.
Keywords:
Surplus process, Non-homogenous claim occurrences Extreme distributions, Survival probability,
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- Yayın Aralığı: 6
- Başlangıç: 2002
- Yayıncı: Hacettepe Üniversitesi Fen Fakultesi