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Recent Advances in Applied and Computational Mathematics: ICACM-IAM-METU
(Elsevier, 2014)
[Abstract Not Available]
On concomitants of upper record statistics and survival analysis for a pseudo-Gompertz distribution
(Elsevier Science, 2014)
This paper presents upper record statistics and their concomitants for a bivariate pseudo-Gompertz distribution about paired lifetime variables. Survival and hazard functions are derived for the distribution. The survival ...
Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences
(Elsevier Science, 2017)
In 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 ...
The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable dependent claim occurrences
(John Wiley and Sons Ltd, 2019)
This paper investigates a discrete-time risk model that involves exchangeable dependent loss generating claim occurrences and compound binomially distributed aggregate loss amounts. First a general framework is presented ...
Modeling of claim exceedances over random thresholds for related insurance portfolios
(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. ...
Measurement of bivariate risks by the north-south quantile points approach
(Elsevier Science, 2014)
This paper attempts to determine the Value at Risk (VaR) and Conditional Value at Risk (CVaR) measures for the sum of bivariate risks under dependence. The computation of these risk measures is performed by the north-south ...
Bivariate Pseudo-Gompertz distribution and concomitants of its order statistics
(Elsevier Science Bv, 2013)
This paper presents a new bivariate Pseudo-Gompertz distribution that sprouts from the classical Gompertz distribution and possesses the features of pseudo-distribution functions. In addition to some standard properties ...
A max–min model of random variables in bivariate random sequences
(Elsevier, 2021)
We introduce a max–min model to bivariate random sequences and applying bivariate binomial distribution in fourfold scheme derive the distributions of associated order statistics in a new model. Some examples for special ...