On the First Time of Ruin in Two-Dimensional Discrete Time Risk Model With Dependent Claim Occurrences
| dc.contributor.author | Eryilmaz, Serkan | |
| dc.date.accessioned | 2024-07-05T15:30:14Z | |
| dc.date.available | 2024-07-05T15:30:14Z | |
| dc.date.issued | 2018 | |
| dc.description | Eryilmaz, Serkan/0000-0002-2108-1781 | en_US |
| dc.description.abstract | This article is concerned with a two-dimensional discrete time risk model based on exchangeable dependent claim occurrences. In particular, we obtain a recursive expression for the finite time non ruin probability under such a dependence among claim occurrences. For an illustration, we define a bivariate compound beta-binomial risk model and present numerical results on this model by comparing the corresponding results of the bivariate compound binomial risk model. | en_US |
| dc.identifier.doi | 10.1080/03610926.2017.1337145 | |
| dc.identifier.issn | 0361-0926 | |
| dc.identifier.issn | 1532-415X | |
| dc.identifier.scopus | 2-s2.0-85031089188 | |
| dc.identifier.uri | https://doi.org/10.1080/03610926.2017.1337145 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14411/3020 | |
| dc.language.iso | en | en_US |
| dc.publisher | Taylor & Francis inc | en_US |
| dc.relation.ispartof | Communications in Statistics - Theory and Methods | |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.subject | Bivariate risk process | en_US |
| dc.subject | Compound beta-binomial model | en_US |
| dc.subject | Dependence | en_US |
| dc.subject | Exchangeability | en_US |
| dc.title | On the First Time of Ruin in Two-Dimensional Discrete Time Risk Model With Dependent Claim Occurrences | en_US |
| dc.type | Article | en_US |
| dspace.entity.type | Publication | |
| gdc.author.id | Eryilmaz, Serkan/0000-0002-2108-1781 | |
| gdc.author.institutional | Eryilmaz, Serkan (8203625300) | |
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| gdc.description.department | Atılım University | en_US |
| gdc.description.departmenttemp | [Eryilmaz, Serkan] Atilim Univ, Dept Ind Engn, TR-06836 Ankara, Turkey | en_US |
| gdc.description.endpage | 2258 | en_US |
| gdc.description.issue | 9 | en_US |
| gdc.description.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
| gdc.description.scopusquality | Q2 | |
| gdc.description.startpage | 2251 | en_US |
| gdc.description.volume | 47 | en_US |
| gdc.description.woscitationindex | Science Citation Index Expanded - Social Science Citation Index | |
| gdc.description.wosquality | Q3 | |
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