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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: 7Citation - Scopus: 7A Generalized Class of Correlated Run Shock Models(de Gruyter Poland Sp Zoo, 2018) Yalcin, Femin; Eryilmaz, Serkan; Bozbulut, Ali RizaIn this paper, a generalized class of run shock models associated with a bivariate sequence {(X-i, Y-i)}(i >= 1) of correlated random variables is defined and studied. For a system that is subject to shocks of random magnitudes X-1, X-2, ... over time, let the random variables Y-1, Y-2, ... denote times between arrivals of successive shocks. The lifetime of the system under this class is defined through a compound random variable T = Sigma(N)(t=1) Y-t, where N is a stopping time for the sequence {Xi}(i >= 1) and represents the number of shocks that causes failure of the system. Another random variable of interest is the maximum shock size up to N, i.e. M = max {X-i, 1 <= i <= N}Distributions of T and M are investigated when N has a phase-type distribution.Article Citation - WoS: 6Citation - Scopus: 6Reliability Analysis of Systems With Components Having Two Dependent Subcomponents(Taylor & Francis inc, 2017) Eryilmaz, SerkanIn this article, a system that consists of n independent components each having two dependent subcomponents (A(i), B-i), i = 1, ... ,n is considered. The system is assumed to compose of components that have two correlated subcomponents (A(i), B-i), and functions iff both systems of subcomponents A(1),A(2), ... ,A(n) and B-1, B-2, ... , B-n work under certain structural rules. The expressions for reiiabiiity and mean time to failure of such systems are obtained. A sufficient condition to compare two systems of bivariate components in terms of stochastic ordering is also ordering presented.
