- Hacettepe Journal of Mathematics and Statistics
- Vol: 44 Issue: 2
- Some results on the extreme distributions of surplus process with nonhomogeneous claim occurrences
Some results on the extreme distributions of surplus process with nonhomogeneous claim occurrences
Authors : Fatih Tank, Altan Tuncel
Pages : 475-484
View : 16 | Download : 5
Publication Date : 2015-04-01
Article Type : Research
Abstract :In this paper; survival (non-ruin) probability after a definite time period of an insurance company is studied in a discrete time model based on non-homogenous claim occurrences. Furthermore, distributions of the minimum and maximum levels of surplus in compound binomial risk model with non-homogeneous claim occurrences are obtained and some of its characteristics are given.Keywords : Surplus process, Non-homogenous claim occurrences, Extreme distributions, Survival probability