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Citation - WoS: 1
Citation - Scopus: 2
On the First Time of Ruin in Two-Dimensional Discrete Time Risk Model With Dependent Claim Occurrences
(Taylor & Francis inc, 2018) Eryilmaz, Serkan
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.
Citation - WoS: 8
Citation - Scopus: 13
Joint Reliability Importance in a Binary k-out-of- n: G System With Exchangeable Dependent Components
(Nctu-national Chiao Tung Univ Press, 2014) Mahmoud, Boushaba; Eryilmaz, Serkan
In this paper, we study joint reliability importance (JRI) in a k -out-of- n : G structure consisting of exchangeable dependent coimponents. We obtain a closed-form formula for the JRI of multiple components of a k -out-of- n : G system with dependent components. We illustrate the results for the k -out-of- n: G model under stress-strength setup. The results extend and generalize the results in the literature from various perspectives including exchangeable type dependence for the JRI of two components.