Yayınlanmış 1 Ocak 2014 | Sürüm v1

Computational results on the compound binomial risk model with nonhomogeneous claim occurrences

Yazarlar/Oluşturanlar

  • 1. Kirikkale Univ, Fac Arts & Sci, Dept Stat, TR-71100 Yahsihan, Kirikkale, Turkey
  • 2. Ankara Univ, Fac Sci, Dept Stat, TR-06100 Ankara, Turkey

Açıklama

The aim of this paper is to give a recursive formula for non-ruin (survival) probability when the claim occurrences are nonhomogeneous in the compound binomial risk model. We give recursive formulas for non-ruin (survival) probability and for distribution of the total number of claims under the condition that the claim occurrences are nonhomogeneous. (C) 2013 Elsevier B.V. All rights reserved.

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