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dc.contributor.authorEryilmaz, Serkan
dc.contributor.authorGebizlioǧlu, Ömer Lütfi
dc.date.accessioned2019-06-27T08:01:23Z
dc.date.available2019-06-27T08:01:23Z
dc.date.issued2017
dc.identifier.issn0377-0427
dc.identifier.issn1879-1778
dc.identifier.urihttps://hdl.handle.net/20.500.12469/362
dc.identifier.urihttps://doi.org/10.1016/j.cam.2016.09.025
dc.description.abstractIn this paper we study a discrete time risk model based on exchangeable dependent claim occurrences. In particular we obtain expressions for the finite time non-ruin probability and the joint distribution of the time to ruin the surplus immediately before ruin and the deficit at ruin. An illustration of the results is given and some implications of the results are provided. Comparisons are made with the corresponding results for the classical compound binomial model of independent and identically distributed claim occurrences. (C) 2016 Elsevier E.V. All rights reserved.
dc.language.isoEnglish
dc.publisherElsevier Science
dc.subjectCompound binomial model
dc.subjectDependence
dc.subjectExchangeability
dc.subjectRuin theory
dc.titleComputing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences
dc.typeArticle
dc.identifier.startpage235
dc.identifier.endpage242
dc.relation.journalJournal of Computational and Applied Mathematics
dc.identifier.volume313
dc.identifier.wosWOS:000390501600016
dc.identifier.doi10.1016/j.cam.2016.09.025
dc.contributor.khasauthorGebizlioǧlu, Ömer Lütfi


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