Some results on the extreme distributions of surplus process with nonhomogeneous claim occurrences

Authors : Fatih TANK, Altan TUNCEL

Pages : 475-484

View : 17 | Download : 7

Publication Date : 2015-04-01

Article Type : Research Paper

Abstract :In this paper; survival insert ignore into journalissuearticles values(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