On distributions of runs in the compound binomial risk model
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Publication:2445484
DOI10.1007/S11009-012-9303-XzbMATH Open1284.62638OpenAlexW2027440271MaRDI QIDQ2445484FDOQ2445484
Authors: Serkan Eryilmaz
Publication date: 14 April 2014
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-012-9303-x
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Cites Work
- Distribution theory of runs and patterns and its applications. A finite Markov chain imbedding approach
- Runs and scans with applications
- On occurrences of \(F-S\) strings in linearly and circularly ordered binary sequences
- On finite-time ruin probabilities for classical risk models
- On success runs of length exceeded a threshold
- On the distribution of runs of ones in binary strings
- Ruin Probabilities in the Compound Markov Binomial Model
- Ruin probabilities in the compound binomial model
- Run Statistics Defined on the Multicolor URN Model
- Distributions related to \((k_{1},k_{2})\) events
- On success runs of a fixed length in Bernoulli sequences: exact and asymptotic results
- Runs of Markov chains and streaks in baseball
- Joint distribution of run statistics in partially exchangeable processes
Cited In (7)
- The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable, dependent claim occurrences
- Computational results on the compound binomial risk model with nonhomogeneous claim occurrences
- A simple compound scan statistic useful for modeling insurance and risk management problems
- Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences
- On \(\ell\)-overlapping runs of ones of length \(k\) in sequences of independent binary random variables
- Title not available (Why is that?)
- Run and Frequency Quotas Under Markovian Fashion and their Application in Risk Analysis
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