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Journals / Journal of Business Economics and Finance / 2018 / Cilt: 7 - Sayı: 4

RUIN PROBABILITIES IN DEPENDENT INSURANCES WITH AUTOREGRESSIVE MODEL

Elif Makbule CEKİCİ
Sami OZCAN
Hasan DURMUS
Pages
365–375
Publication Date
2018-12-30
DOI
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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

CEKİCİ, E. M., OZCAN, S., DURMUS, H. (2018). RUIN PROBABILITIES IN DEPENDENT INSURANCES WITH AUTOREGRESSIVE MODEL. Journal of Business Economics and Finance, Cilt: 7 - Sayı: 4, 365–375. https://ajindex.com/articles/835063

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References (6)

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