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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. ...
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 ...