Some Results on the Extreme Distributions of Surplus Process with Nonhomogeneous Claim Occurrences
نویسندگان
چکیده
In this paper; survival (non-ruin) probability after a definite time period of an insurance company is studied in a discrete time model based on nonhomogenous claim occurrences. Furthermore, distributions of the minimum and maximum levels of surplus in compound binomial risk model with nonhomogeneous claim occurrences are obtained and some of its characteristics are given.
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