SURVIVAL PROBABILITIES FOR COMPOUND BINOMIAL RISK MODEL WITH DISCRETE PHASE-TYPE CLAIMS

TUNCEL, Altan

SURVIVAL PROBABILITIES FOR COMPOUND BINOMIAL RISK MODEL WITH DISCRETE PHASE-TYPE CLAIMS

ALTAN TUNCEL (Kırıkkale Üniversitesi, Fen Edebiyat Fakültesi, Aktüerya Bilimleri Bölümü, Kırıkkale, Türkiye)

Communications Faculty of Sciences University of Ankara Series A1: Mathematics and Statistics

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Yıl: 2016 Cilt: 65 Sayı: 2 Sayfa Aralığı: 11 - 22 Metin Dili: Türkçe İndeks Tarihi: 29-07-2022

SURVIVAL PROBABILITIES FOR COMPOUND BINOMIAL RISK MODEL WITH DISCRETE PHASE-TYPE CLAIMS

Öz:

Anahtar Kelime:

Konular: Matematik İstatistik ve Olasılık

Öz:

Due to having useful properties in approximating to the otherdistributions and mathematically tractable, phase type distributions are commonly used in actuarial risk theory. Claim occurrence time and individualclaim size distributions are modelled by phase type distributions in literature.This paper aims to calculate the survival probabilities of an insurance company under the assumption that compound binomial risk model where theindividual claim sizes are distributed as discrete Phase Type distribution.

Anahtar Kelime:

Konular: Matematik İstatistik ve Olasılık

Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık

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APA	TUNCEL A (2016). SURVIVAL PROBABILITIES FOR COMPOUND BINOMIAL RISK MODEL WITH DISCRETE PHASE-TYPE CLAIMS. , 11 - 22.
Chicago	TUNCEL Altan SURVIVAL PROBABILITIES FOR COMPOUND BINOMIAL RISK MODEL WITH DISCRETE PHASE-TYPE CLAIMS. (2016): 11 - 22.
MLA	TUNCEL Altan SURVIVAL PROBABILITIES FOR COMPOUND BINOMIAL RISK MODEL WITH DISCRETE PHASE-TYPE CLAIMS. , 2016, ss.11 - 22.
AMA	TUNCEL A SURVIVAL PROBABILITIES FOR COMPOUND BINOMIAL RISK MODEL WITH DISCRETE PHASE-TYPE CLAIMS. . 2016; 11 - 22.
Vancouver	TUNCEL A SURVIVAL PROBABILITIES FOR COMPOUND BINOMIAL RISK MODEL WITH DISCRETE PHASE-TYPE CLAIMS. . 2016; 11 - 22.
IEEE	TUNCEL A "SURVIVAL PROBABILITIES FOR COMPOUND BINOMIAL RISK MODEL WITH DISCRETE PHASE-TYPE CLAIMS." , ss.11 - 22, 2016.
ISNAD	TUNCEL, Altan. "SURVIVAL PROBABILITIES FOR COMPOUND BINOMIAL RISK MODEL WITH DISCRETE PHASE-TYPE CLAIMS". (2016), 11-22.

APA	TUNCEL A (2016). SURVIVAL PROBABILITIES FOR COMPOUND BINOMIAL RISK MODEL WITH DISCRETE PHASE-TYPE CLAIMS. Communications Faculty of Sciences University of Ankara Series A1: Mathematics and Statistics, 65(2), 11 - 22.
Chicago	TUNCEL Altan SURVIVAL PROBABILITIES FOR COMPOUND BINOMIAL RISK MODEL WITH DISCRETE PHASE-TYPE CLAIMS. Communications Faculty of Sciences University of Ankara Series A1: Mathematics and Statistics 65, no.2 (2016): 11 - 22.
MLA	TUNCEL Altan SURVIVAL PROBABILITIES FOR COMPOUND BINOMIAL RISK MODEL WITH DISCRETE PHASE-TYPE CLAIMS. Communications Faculty of Sciences University of Ankara Series A1: Mathematics and Statistics, vol.65, no.2, 2016, ss.11 - 22.
AMA	TUNCEL A SURVIVAL PROBABILITIES FOR COMPOUND BINOMIAL RISK MODEL WITH DISCRETE PHASE-TYPE CLAIMS. Communications Faculty of Sciences University of Ankara Series A1: Mathematics and Statistics. 2016; 65(2): 11 - 22.
Vancouver	TUNCEL A SURVIVAL PROBABILITIES FOR COMPOUND BINOMIAL RISK MODEL WITH DISCRETE PHASE-TYPE CLAIMS. Communications Faculty of Sciences University of Ankara Series A1: Mathematics and Statistics. 2016; 65(2): 11 - 22.
IEEE	TUNCEL A "SURVIVAL PROBABILITIES FOR COMPOUND BINOMIAL RISK MODEL WITH DISCRETE PHASE-TYPE CLAIMS." Communications Faculty of Sciences University of Ankara Series A1: Mathematics and Statistics, 65, ss.11 - 22, 2016.
ISNAD	TUNCEL, Altan. "SURVIVAL PROBABILITIES FOR COMPOUND BINOMIAL RISK MODEL WITH DISCRETE PHASE-TYPE CLAIMS". Communications Faculty of Sciences University of Ankara Series A1: Mathematics and Statistics 65/2 (2016), 11-22.