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Journals / Journal of Business Economics and Finance / 2018 / Volume: 7 Issue: 4

RUIN PROBABILITIES IN DEPENDENT INSURANCES WITH AUTOREGRESSIVE MODEL

Elif Makbule Cekici0000-0002-1603-9896
Sami Ozcan0000-0002-7654-7614
Hasan Durmus0000-0001-8240-4671
Pages
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Publication Date
2018-12-30
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Purpose- Risk analysis and ruin probabilities were calculated with the assumption of independence in the past, however this assumption

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Objective & Hypothesis:Purpose- Risk analysis and ruin probabilities were calculated with the assumption of independence in the past, however this assumption
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Key Findings & Data:Purpose- Risk analysis and ruin probabilities were calculated with the assumption of independence in the past, however this assumption
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Conclusion & Impact:Purpose- Risk analysis and ruin probabilities were calculated with the assumption of independence in the past, however this assumption
🔬Design:Research Article
📍Scope:Comprehensive Sample
⚙️Variables:Ruin probability · dependent ruin probability · multivariate autoregressive process (MAR(1))

Abstract

Purpose- Risk analysis and ruin probabilities were calculated with the assumption of independence in the past, however this assumption

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Cite This Article

Cekici, E. M., Ozcan, S., Durmus, H. (2018). RUIN PROBABILITIES IN DEPENDENT INSURANCES WITH AUTOREGRESSIVE MODEL. Journal of Business Economics and Finance, Volume: 7 Issue: 4. https://doi.org/10.17261/Pressacademia.2018.997

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