Journal article

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

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 processNon homogenous claim occurrencesExtreme distributionsSurvival probability

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