Browsing Araştırma Çıktıları / WOS by Author "Tank, Fatih"
Authors:Eryilmaz, Serkan; Gebizlioǧlu, Ömer Lütfi; Tank, Fatih
Publisher and Date:(Elsevier Science Bv, 2011)Large claims in an actuarial risk process are of special importance for the actuarial decision making about several issues like pricing of risks determination of retention treaties and capital requirements for solvency. This paper presents a model about claim occurrences in an insurance portfolio that exceed the largest claim of another portfolio providing the same sort of insurance coverages. Two cases are taken into consideration: independent and identically distributed claims and exchangeable ...