Computational results on the compound binomial risk model with nonhomogeneous claim occurrences

• Autores: Altan Tuncel, Fatih Tank
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 263, Nº 1, 2014, págs. 69-77
• Idioma: inglés
• DOI: 10.1016/j.cam.2013.12.004
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• Resumen

  • The aim of this paper is to give a recursive formula for non-ruin (survival) probability when the claim occurrences are nonhomogeneous in the compound binomial risk model. We give recursive formulas for non-ruin (survival) probability and for distribution of the total number of claims under the condition that the claim occurrences are nonhomogeneous.