Browsing Scopus İndeksli Yayınlar Koleksiyonu by Author "Eryilmaz, Serkan"
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Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences
Eryilmaz, Serkan; Gebizlioğlu, Ömer Lütfi (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
Gebizlioğlu, Ömer Lütfi; Eryilmaz, Serkan (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
Eryilmaz, Serkan; Gebizlioğlu, Ömer Lütfi; Tank, Fatih (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. ...