Please use this identifier to cite or link to this item:
https://hdl.handle.net/20.500.11851/1577
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Kesemen, Tülay | - |
dc.contributor.author | Küçük, Zafer | - |
dc.contributor.author | Khaniyev, Tahir | - |
dc.contributor.author | Yetim, Fuat | - |
dc.contributor.author | Kamışlık, Aslı Bektaş | - |
dc.date.accessioned | 2019-07-03T14:44:46Z | |
dc.date.available | 2019-07-03T14:44:46Z | |
dc.date.issued | 2016 | |
dc.identifier.citation | Küçük, Z., Kesemen, T., Khaniyev, T., Yetim, F., & Kamışlık, A. B. (2016). On Application Of Random Walk With Delay And Pareto Distributed Interference Of Chance To An Insurance Model. Gazi University Journal of Science, 29(3), 615-626. | en_US |
dc.identifier.issn | 2147-1762 | |
dc.identifier.uri | http://www.fbe.gazi.edu.tr/dergi/main.php?lan=en&option=54 | - |
dc.identifier.uri | https://hdl.handle.net/20.500.11851/1577 | - |
dc.description.abstract | In this study, a semi-Markovian random walk with Pareto distributed interference of chance and delay is considered. Some exact formulas for the first four stationary moments of the process are obtained when the random variables which express the discrete interference of chance have Pareto distribution with parameters. The random variables are interpreted as loans which insurance company gets from a bank. With the use of these exact formulas, the third-order asymptotic expansions for the first four stationary moments of the process X(t) are derived when is sufficiently large. Finally, by using Monte-Carlo simulation method, the accuracy of the obtained approximation formulas is tested. | en_US |
dc.description.abstract | [Kesemen, Tulay] Karadeniz Tech Univ, Fac Sci, Dept Math, TR-61080 Trabzon, Turkey; [Kucuk, Zafer] Karadeniz Tech Univ, Fac Sci, Dept Stat & Comp Sci, TR-61080 Trabzon, Turkey; [Khaniyev, Tahir] TOBB Univ Econ & Technol, Dept Ind Engn, TR-06560 Ankara, Turkey; [Yetim, Fuat] Karadeniz Tech Univ, Dept Mech & Metall Technol, Abdullah Kanca Vocat Jr Coll, Trabzon, Turkey; [Bektas Kamislik, Ash] Recep Tayyip Erdogan Univ, Fac Arts & Sci, Dept Math, TR-53020 Rize, Turkey | en_US |
dc.language.iso | en | en_US |
dc.publisher | Gazi Univ | en_US |
dc.relation.ispartof | Gazi University Journal Of Science | en_US |
dc.rights | info:eu-repo/semantics/openAccess | en_US |
dc.subject | Insurance model | en_US |
dc.subject | random walk with delay | en_US |
dc.subject | Pareto distribution | en_US |
dc.subject | asymptotic expansion | en_US |
dc.subject | Monte-Carlo simulation method | en_US |
dc.title | On the Application of Random Walk With Delay and Pareto Distributed Interference of Chance To an Insurance Model | en_US |
dc.type | Article | en_US |
dc.department | Faculties, Faculty of Engineering, Department of Industrial Engineering | en_US |
dc.department | Fakülteler, Mühendislik Fakültesi, Endüstri Mühendisliği Bölümü | tr_TR |
dc.identifier.volume | 29 | |
dc.identifier.issue | 3 | |
dc.identifier.startpage | 615 | |
dc.identifier.endpage | 626 | |
dc.authorid | 0000-0003-1974-0140 | - |
dc.identifier.wos | WOS:000390921400014 | en_US |
dc.identifier.scopus | 2-s2.0-84989936637 | en_US |
dc.institutionauthor | Khaniyev, Tahir | - |
dc.authorscopusid | 7801652544 | - |
dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
item.openairetype | Article | - |
item.languageiso639-1 | en | - |
item.grantfulltext | none | - |
item.fulltext | No Fulltext | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.cerifentitytype | Publications | - |
crisitem.author.dept | 02.4. Department of Industrial Engineering | - |
Appears in Collections: | Endüstri Mühendisliği Bölümü / Department of Industrial Engineering Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection |
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