On the extremes of surplus process in compound binomial model

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dc.contributor.authorEryılmaz, Serkan
dc.contributor.authorTuncel, Altan
dc.contributor.authorTank, Fatih
dc.date.accessioned2018-05-16T11:15:03Z
dc.date.available2018-05-16T11:15:03Z
dc.date.issued2012
dc.descriptionURL: http://sjam.selcuk.edu.tr/sjam/article/view/99en_US
dc.description.abstractIn this paper we study the minimum and maximum levels of surplus process in compound binomial model. These extremes are potentially useful for an investment strategy and .nancial arrangements of an insurance company. We obtain recursive equations for the marginal as well as joint distributions of the minimum and maximum values of the surplus process occurred up to period n under the condition that the insurance company survives at time n. We present illustrative computational results for geometric claim size distribution.en_US
dc.identifier.citationEryılmaz, S., Tuncel, A., Tank, F. (2012). On the extremes of surplus process in compound binomial model. Selcuk Journal of Applied Mathematics, 13 (2), 69-78.en_US
dc.identifier.endpage78
dc.identifier.issn1302-7980en_US
dc.identifier.startpage69
dc.identifier.urihttps://hdl.handle.net/20.500.12395/10687
dc.identifier.volume13
dc.language.isoenen_US
dc.publisherSelcuk University Research Center of Applied Mathematicsen_US
dc.relation.ispartofSelcuk Journal of Applied Mathematicsen_US
dc.relation.publicationcategoryMakale - Kategori Belirleneceken_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.selcuk20240510_oaigen_US
dc.subjectCompound binomial modelen_US
dc.subjectRecurrence formulaen_US
dc.subjectSurplus processen_US
dc.subjectBileşik ikili modelen_US
dc.subjectYineleme formülüen_US
dc.subjectFazla işlemen_US
dc.titleOn the extremes of surplus process in compound binomial modelen_US
dc.typeArticleen_US

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