On distributions of runs in the compound binomial risk model

DOI10.1007/s11009-012-9303-xzbMath1284.62638OpenAlexW2027440271MaRDI QIDQ2445484

Serkan N. Eryılmaz

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

zbMATH Keywords

compound binomial modellongest runSrecurrence formulaSshortest runs

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15)

Related Items (2)

On ℓ-overlapping Runs of Ones of Lengthkin Sequences of Independent Binary Random Variables ⋮ Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences

Cites Work

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• On finite-time ruin probabilities for classical risk models
• Ruin Probabilities in the Compound Markov Binomial Model
• Run Statistics Defined on the Multicolor URN Model

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