Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/11000
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dc.contributor.authorKhaniyev, T.-
dc.contributor.authorGever, B.-
dc.contributor.authorHanalioglu, Z.-
dc.date.accessioned2024-01-21T09:24:31Z-
dc.date.available2024-01-21T09:24:31Z-
dc.date.issued2023-
dc.identifier.isbn9798350319064-
dc.identifier.urihttps://doi.org/10.1109/PCI60110.2023.10325929-
dc.identifier.urihttps://hdl.handle.net/20.500.11851/11000-
dc.description5th International Conference on Problems of Cybernetics and Informatics, PCI 2023 -- 28 August 2023 through 30 August 2023 -- 195003en_US
dc.description.abstractThis study considers a non-linear Cramér-Lundberg model of the risk theory and investigates the adjustment coefficient when the claims have gamma distribution. The ruin probability of this non-linear risk model is considered when the premium function is square root of time. Thus, in this study, the adjustment coefficient is explored by numerical methods and proposed an approximate formula for practical calculation of adjustment coefficient. Moreover, an implementation of the obtained approximate formula, which investigates ruin probability, is included as an example at the end of the paper. © 2023 IEEE.en_US
dc.language.isoenen_US
dc.publisherInstitute of Electrical and Electronics Engineers Inc.en_US
dc.relation.ispartof2023 5th International Conference on Problems of Cybernetics and Informatics, PCI 2023en_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectadjustment coefficient; gamma distribution; non-linear Cramer-Lundberg risk model; ruin probabilityen_US
dc.subjectApproximation algorithms; Probability distributions; Risk assessment; Adjustment coefficient; Approximate formulas; Approximate methods; Gamma distribution; Non linear; Non-linear crame-lundberg risk model; Risk modeling; Risk theory; Ruin Probability; Upper Bound; Numerical methodsen_US
dc.titleInvestigation of Upper Bound for the Ruin Probability by Approximate Methods in a Nonlinear Risk Model With Gamma Claimsen_US
dc.typeConference Objecten_US
dc.departmentTOBB ETÜen_US
dc.identifier.scopus2-s2.0-85179890823en_US
dc.institutionauthor…-
dc.identifier.doi10.1109/PCI60110.2023.10325929-
dc.authorscopusid7801652544-
dc.authorscopusid55255755600-
dc.authorscopusid57188571645-
dc.relation.publicationcategoryKonferans Öğesi - Uluslararası - Kurum Öğretim Elemanıen_US
item.openairetypeConference Object-
item.languageiso639-1en-
item.grantfulltextnone-
item.fulltextNo Fulltext-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.cerifentitytypePublications-
crisitem.author.dept02.4. Department of Industrial Engineering-
Appears in Collections:Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
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