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Article Citation - WoS: 1Citation - Scopus: 2On the First Time of Ruin in Two-Dimensional Discrete Time Risk Model With Dependent Claim Occurrences(Taylor & Francis inc, 2018) Eryilmaz, SerkanThis 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.Article Citation - WoS: 22Citation - Scopus: 24Reliability Analysis of Weighted-K System Consisting of Three-State Components(Sage Publications Ltd, 2019) Eryilmaz, Serkan; Bozbulut, Ali RizaThe reliability of a weighted-k-out-of-n system that consists of three-state components is studied. The system is assumed to comprise n three-state components, namely, perfect functioning, partial working, and complete failure and functions if the total weight of all the working components is at least k. Reliability expressions are presented when the times spent by components in perfect functioning and partial working states are dependent with a given joint distribution. Sufficient conditions are also provided to compare the expected total weights of two systems.
