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Citation - WoS: 4
Citation - Scopus: 4
On compound sums under dependence
(Elsevier, 2017) Eryilmaz, Serkan
In this paper, we study the compound random variable S = Sigma(N)(t-1) Y-t when there is a dependence between a random variable N and a sequence of random variables {Y-t}(t >= 1). Such a compound random variable has been found to be useful in several fields including actuarial science, risk management, and reliability. In particular, we develop some results on distributional properties of the random variable S when N is a phase-type random variable that is defined on a sequence of binary trials and depends on {Y-t}(t >= 1). We "present illustrative examples and an application for the use of results in actuarial science. (C) 2016 Elsevier B.V. All rights reserved.
Citation - WoS: 14
Citation - Scopus: 17
Compound Geometric Distribution of Order k
(Springer, 2017) Koutras, Markos V.; Eryilmaz, Serkan
The distribution of the number of trials until the first k consecutive successes in a sequence of Bernoulli trials with success probability p is known as geometric distribution of order k. Let T (k) be a random variable that follows a geometric distribution of order k, and Y (1),Y (2),aEuro broken vertical bar a sequence of independent and identically distributed discrete random variables which are independent of T (k) . In the present article we develop some results on the distribution of the compound random variable Y-t.