Zobrazeno 1 - 10
of 30
pro vyhledávání: '"Omer L. Gebizlioglu"'
Autor:
Serkan Eryilmaz, Omer L. Gebizlioglu
Publikováno v:
Applied Stochastic Models in Business and Industry. 35:858-870
This paper investigates a discrete-time risk model that involves exchangeable dependent loss generating claim occurrences and compound binomially distributed aggregate loss amounts. First a general framework is presented to derive the distribution of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fdcb104b1f765ea8d66e6c59f3a1443b
https://doi.org/10.1002/asmb.2415
https://doi.org/10.1002/asmb.2415
Autor:
Omer L. Gebizlioglu, Serkan Eryilmaz
Publikováno v:
Journal of Computational and Applied Mathematics. 313:235-242
In this paper we study a discrete time risk model based on exchangeable dependent claim occurrences. In particular we obtain expressions for the finite time non-ruin probability and the joint distribution of the time to ruin the surplus immediately b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c3ad412b54e77d75ac16102b87bcb909
https://doi.org/10.1016/j.cam.2016.09.025
https://doi.org/10.1016/j.cam.2016.09.025
Publikováno v:
Journal of Computational and Applied Mathematics. 388:113304
We introduce a max–min model to bivariate random sequences and applying bivariate binomial distribution in fourfold scheme derive the distributions of associated order statistics in a new model. Some examples for special cases are presented and app
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1a9d8a669c6b0b385f809e132cfd08de
https://doi.org/10.1016/j.cam.2020.113304
https://doi.org/10.1016/j.cam.2020.113304
Publikováno v:
Journal of Modern Accounting and Auditing. 14
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c19dc861cb39b563fe1e25f3e1367b64
https://doi.org/10.17265/1548-6583/2018.05.001
https://doi.org/10.17265/1548-6583/2018.05.001
Autor:
Serap Yörübulut, Omer L. Gebizlioglu
7th International Workshop on Applied Probability (IWAP) -- JUN 16-19, 2014 -- Antalya, TURKEY Gebizlioglu, Omer/0000-0002-3824-281X WOS: 000387113000008 Pareto distributions are very flexible probability models with various forms and kinds. In this
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4523656e2894dd47fdfb6e4923da14f9
https://hdl.handle.net/20.500.12469/423
https://hdl.handle.net/20.500.12469/423
Publikováno v:
Journal of Computational and Applied Mathematics. 233(1):61-72
This paper presents a model of actuarial loss events that follow a progressive censoring scheme. Loss events are modelled according to this scheme regarding the claim number and size. Claim events at random time points are assumed to happen progressi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::27e96bf775e0841b7061e95cff71e3a4
Autor:
Banu Yagci, Omer L. Gebizlioglu
Publikováno v:
Insurance: Mathematics and Economics. 42:1022-1027
This paper considers joint distributions of order statistics for risk variables and their concomitants for actuarial risk analysis under dependence. With this purpose, bivariate integral transformations are performed and some examples are presented u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1839a5018fa600300bd28e483370c3dd
https://doi.org/10.1016/j.insmatheco.2007.12.003
https://doi.org/10.1016/j.insmatheco.2007.12.003
Autor:
Belma Ozturkkal, Omer L. Gebizlioglu
Publikováno v:
SSRN Electronic Journal.
This paper presents an analysis and default risk modeling on the non-performing loans of an emerging mortgage market. The analysis and the model, unprecedented for the market under study, utilize a large data set over several years with twenty-six va
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0e620572b99da73afa636a7a8b902661
https://doi.org/10.2139/ssrn.2621384
https://doi.org/10.2139/ssrn.2621384
Publikováno v:
Insurance: Mathematics and Economics. 38:189-194
Tank, Fatih/0000-0003-3758-396X; Gebizlioglu, Omer/0000-0002-3824-281X WOS: 000235491400013 Frechet bounds for distribution of sum of dependent risks and Farlie-Gumbel-Morgenstein (FOM) distribution family are suggested for the analysis of dependent
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7cd3bb68722cbf860aef18ffd50979df
https://doi.org/10.1016/j.insmatheco.2005.09.003
https://doi.org/10.1016/j.insmatheco.2005.09.003