On distributions of runs in the compound binomial risk model

DOI10.1007/S11009-012-9303-XMaRDI QIDQ2445484zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

compound binomial modellongest runSrecurrence formulaSshortest runs

Mathematics Subject Classification ID

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

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Cites work

• Distribution theory of runs and patterns and its applications. A finite Markov chain imbedding approach
• Distributions related to \((k_{1},k_{2})\) events
• Joint distribution of run statistics in partially exchangeable processes
• On finite-time ruin probabilities for classical risk models
• On occurrences of \(F-S\) strings in linearly and circularly ordered binary sequences
• On success runs of a fixed length in Bernoulli sequences: exact and asymptotic results
• 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
• Runs and scans with applications
• Runs of Markov chains and streaks in baseball

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
• scientific article; zbMATH DE number 1959652 (Why is no real title available?)
• Run and Frequency Quotas Under Markovian Fashion and their Application in Risk Analysis

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