Eryilmaz, SerkanEryılmaz, SerkanGebizlioglu, Omer L.Industrial Engineering2024-07-052024-07-05201750377-04271879-177810.1016/j.cam.2016.09.0252-s2.0-84991607081https://doi.org/10.1016/j.cam.2016.09.025https://hdl.handle.net/20.500.14411/2921Gebizlioglu, Ömer/0000-0002-3824-281X; Eryilmaz, Serkan/0000-0002-2108-1781In 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.eninfo:eu-repo/semantics/openAccessCompound binomial modelDependenceExchangeabilityRuin theoryArticleQ1313235242WOS:000390501600016