Computing Finite Time Non-Ruin Probability and Some Joint Distributions in Discrete Time Risk Model With Exchangeable Claim Occurrences

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dc.authoridGebizlioglu, Ömer/0000-0002-3824-281X
dc.authoridEryilmaz, Serkan/0000-0002-2108-1781
dc.authorscopusid8203625300
dc.authorscopusid8849861700
dc.authorwosidGebizlioglu, Ömer/ABF-8970-2021
dc.authorwosidEryilmaz, Serkan/AAF-9349-2019
dc.contributor.authorEryilmaz, Serkan
dc.contributor.authorGebizlioglu, Omer L.
dc.contributor.otherIndustrial Engineering
dc.date.accessioned2024-07-05T15:29:25Z
dc.date.available2024-07-05T15:29:25Z
dc.date.issued2017
dc.departmentAtılım Universityen_US
dc.department-temp[Eryilmaz, Serkan] Atilim Univ, Dept Ind Engn, TR-06836 Ankara, Turkey; [Gebizlioglu, Omer L.] Kadir Has Univ, Fac Econ Adm & Social Sci, TR-34083 Istanbul, Turkeyen_US
dc.descriptionGebizlioglu, Ömer/0000-0002-3824-281X; Eryilmaz, Serkan/0000-0002-2108-1781en_US
dc.description.abstractIn 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 ruin, the surplus immediately before ruin, and the deficit at ruin. An illustration of the results is given and some implications of the results are provided. Comparisons are made with the corresponding results for the classical compound binomial model of independent and identically distributed claim occurrences. (C) 2016 Elsevier E.V. All rights reserved.en_US
dc.identifier.citationcount5
dc.identifier.doi10.1016/j.cam.2016.09.025
dc.identifier.endpage242en_US
dc.identifier.issn0377-0427
dc.identifier.issn1879-1778
dc.identifier.scopus2-s2.0-84991607081
dc.identifier.startpage235en_US
dc.identifier.urihttps://doi.org/10.1016/j.cam.2016.09.025
dc.identifier.urihttps://hdl.handle.net/20.500.14411/2921
dc.identifier.volume313en_US
dc.identifier.wosWOS:000390501600016
dc.identifier.wosqualityQ1
dc.institutionauthorEryılmaz, Serkan
dc.language.isoenen_US
dc.publisherElsevieren_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.scopus.citedbyCount6
dc.subjectCompound binomial modelen_US
dc.subjectDependenceen_US
dc.subjectExchangeabilityen_US
dc.subjectRuin theoryen_US
dc.titleComputing Finite Time Non-Ruin Probability and Some Joint Distributions in Discrete Time Risk Model With Exchangeable Claim Occurrencesen_US
dc.typeArticleen_US
dc.wos.citedbyCount5
dspace.entity.typePublication
relation.isAuthorOfPublication37862217-5541-47e3-9406-e21aa38e7fdf
relation.isAuthorOfPublication.latestForDiscovery37862217-5541-47e3-9406-e21aa38e7fdf
relation.isOrgUnitOfPublication12c9377e-b7fe-4600-8326-f3613a05653d
relation.isOrgUnitOfPublication.latestForDiscovery12c9377e-b7fe-4600-8326-f3613a05653d

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