2012, Vol 13, No 2http://hdl.handle.net/123456789/106792024-03-29T05:30:03Z2024-03-29T05:30:03ZOn the extremes of surplus process in compound binomial modelEryılmaz, SerkanTuncel, AltanTank, Fatihhttp://hdl.handle.net/123456789/106872018-05-17T00:02:02Z2012-01-01T00:00:00ZOn the extremes of surplus process in compound binomial model
Eryılmaz, Serkan; Tuncel, Altan; Tank, Fatih
In this paper we study the minimum and maximum levels of surplus process in compound binomial model. These extremes are potentially useful for an investment strategy and .nancial arrangements of an insurance company. We obtain recursive equations for the marginal as well as joint distributions of the minimum and maximum values of the surplus process occurred up to period n under the condition that the insurance company survives at time n. We present illustrative computational results for geometric claim size distribution.
URL: http://sjam.selcuk.edu.tr/sjam/article/view/99
2012-01-01T00:00:00ZOn harmonic curvatures of null generalized helices in L4İyigün, Esenhttp://hdl.handle.net/123456789/106862018-05-17T00:02:01Z2012-01-01T00:00:00ZOn harmonic curvatures of null generalized helices in L4
İyigün, Esen
In this study; we give a relation betweenharmonic curvatures and the Frenet equations of a null curve in a 4− dimensional Lorentz space. Also, we obtain some theorems and we give anexample of a null helix.
URL: http://sjam.selcuk.edu.tr/sjam/article/view/98
2012-01-01T00:00:00ZSelecting the suitable Copula function when only values of distribution functions are avaliableTopçu, ÇiğdemArslan, Fahrettinhttp://hdl.handle.net/123456789/106852018-05-17T00:02:01Z2012-01-01T00:00:00ZSelecting the suitable Copula function when only values of distribution functions are avaliable
Topçu, Çiğdem; Arslan, Fahrettin
Copula functions is widely known tool to model dependence structure amaong multivariate random variables. In this paper, a special class of copula is called Archimedean is considered. Using bivariate Archimedean copula functions, specifying the dependence structure for modelling bivariate distribution is investigated when only the values of distribution functions are avaliable.
URL: http://sjam.selcuk.edu.tr/sjam/article/view/96
2012-01-01T00:00:00ZSolution of the diophantine equation 4x + py = z2nÇenberci, Selin İnağPeker, Bilgehttp://hdl.handle.net/123456789/106842018-05-17T00:02:03Z2012-01-01T00:00:00ZSolution of the diophantine equation 4x + py = z2n
Çenberci, Selin İnağ; Peker, Bilge
In this paper, we gave solution of the Diophantine equation 4x+py=z4 when p is an odd prime and we considered solution of the Diophantine equation 4x+py=z2n where p>2 is a prime number, n>2 and x,y,z are non-negative integers.
URL: http://sjam.selcuk.edu.tr/sjam/article/view/95
2012-01-01T00:00:00Z