Browsing Uluslararası Ticaret ve Finans Bölümü Koleksiyonu by Publisher "Elsevier Science"
Now showing items 1-3 of 3
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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 ... -
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 ... -
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 ...