Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/1577
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dc.contributor.authorKesemen, Tülay-
dc.contributor.authorKüçük, Zafer-
dc.contributor.authorKhaniyev, Tahir-
dc.contributor.authorYetim, Fuat-
dc.contributor.authorKamışlık, Aslı Bektaş-
dc.date.accessioned2019-07-03T14:44:46Z
dc.date.available2019-07-03T14:44:46Z
dc.date.issued2016-
dc.identifier.citationKüçük, 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.issn2147-1762-
dc.identifier.urihttp://www.fbe.gazi.edu.tr/dergi/main.php?lan=en&option=54-
dc.identifier.urihttps://hdl.handle.net/20.500.11851/1577-
dc.description.abstractIn 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, Turkeyen_US
dc.language.isoenen_US
dc.publisherGazi Univen_US
dc.relation.ispartofGazi University Journal Of Scienceen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectInsurance modelen_US
dc.subjectrandom walk with delayen_US
dc.subjectPareto distributionen_US
dc.subjectasymptotic expansionen_US
dc.subjectMonte-Carlo simulation methoden_US
dc.titleOn the Application of Random Walk With Delay and Pareto Distributed Interference of Chance To an Insurance Modelen_US
dc.typeArticleen_US
dc.departmentFaculties, Faculty of Engineering, Department of Industrial Engineeringen_US
dc.departmentFakülteler, Mühendislik Fakültesi, Endüstri Mühendisliği Bölümüen_US
dc.identifier.volume29en_US
dc.identifier.issue3en_US
dc.identifier.startpage615en_US
dc.identifier.endpage626en_US
dc.authorid0000-0003-1974-0140-
dc.identifier.wosWOS:000390921400014-
dc.identifier.scopus2-s2.0-84989936637-
dc.institutionauthorKhaniyev, Tahir-
dc.authorscopusid7801652544-
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.identifier.scopusqualityQ3-
item.grantfulltextnone-
item.fulltextNo Fulltext-
item.openairetypeArticle-
item.languageiso639-1en-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.cerifentitytypePublications-
crisitem.author.dept02.4. 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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