Surplus Process with Perturbations of a BrownianMotion in an Insurance Porftfolio

2015-05-16

Suggestions

Ruin Probability in Heavy-Tailed Claims with Extreme Value Theory
Yıldırım Külekci, Bükre; Karabey, Uğur; Kestel, Sevtap Ayşe (2021-09-05)
Residual Lifetime of Consecutive k-out-of-n Systems Under Double Monitoring
ERYILMAZ, SERKAN; Bayramoglu, Konul (2012-09-01)
The consecutive k-out-of-n systems are important structures in reliability engineering due to their applications in various real life situations. In this paper, we study the residual lifetime of these systems under the condition that the total number of failed components at time is, and at time t(2) (t(2) > t(1)) the system is still working. We obtain explicit expressions for the survival function of the corresponding residual life when the components are exchangeably dependent. We also obtain a signature-b...
Marching distance functions for smooth control of hyperbolic grids
Durmus, G; Kavsaoglu, MS (2000-10-01)
The smooth control of hyperbolic grids is achieved by using marching distance functions. The marching distance can be expressed as a function of grid control. The derivative expressions of the linearized hyperbolic equations are approximated by second order central differences.
Period-doubling route to chaos in shunting inhibitory cellular neural networks
Akhmet, Marat; FEN, MEHMET ONUR (2013-01-01)
In this study, we investigate the dynamics of shunting inhibitory cellular neural networks with external inputs in the form of relay functions. The presence of chaos through period-doubling cascade is proved theoretically. An example that confirms the theoretical results is illustrated. © 2013 IEEE.
Delay Risk Assessment of Repetitive Construction Projects Using Line-of-Balance Scheduling and Monte Carlo Simulation
Tokdemir, Onur Behzat; Dikmen Toker, İrem (American Society of Civil Engineers (ASCE), 2019-02-01)
Although the line-of-balance (LOB) method is widely used for the scheduling of repetitive construction projects, there are only a limited number of studies that deal with the issue of how to incorporate uncertainty in repetitive schedules. In this paper, a delay risk assessment method is proposed for projects scheduled by LOB. In the proposed method, a LOB schedule is prepared considering the target rate of delivery, and then risk scenarios are defined considering the sources of uncertainty and vulnerabilit...
Citation Formats
M. Şimşek, Ö. Uğur, and S. A. Kestel, “Surplus Process with Perturbations of a BrownianMotion in an Insurance Porftfolio,” 2015, Accessed: 00, 2021. [Online]. Available: http://ewgcfm2015.iam.metu.edu.tr/Book-of-Abstract.pdf.