Please use this identifier to cite or link to this item:
https://hdl.handle.net/20.500.11851/12673
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Gever, Başak | - |
dc.contributor.author | Khaniyev, Tahir A. | - |
dc.date.accessioned | 2025-09-10T17:26:47Z | - |
dc.date.available | 2025-09-10T17:26:47Z | - |
dc.date.issued | 2025 | - |
dc.identifier.issn | 1877-2560 | - |
dc.identifier.issn | 2215-1990 | - |
dc.identifier.uri | https://doi.org/10.1007/978-3-031-82279-7_17 | - |
dc.identifier.uri | https://hdl.handle.net/20.500.11851/12673 | - |
dc.description.abstract | This study examines a non-linear Cramér-Lundberg risk model, in order to determine the adjustment coefficient (r) when the claims have Weibull distribution. Similar insurance models have been studied in the literature, usually when premiums are linear. However, in some real-world problems, the increase in revenue may not be linear. In such cases, it is significant to consider nonlinear risk models. Accordingly, in this study, a nonlinear Cramér-Lundberg risk model is mathematically constructed and investigated when the premium function is p(t)=ct. As is known, the adjustment coefficient plays a substantial role in evaluating the ruin probability. Thus, a detailed examination of this coefficient is important. However, it is a challenging process to derive the exact value of r from an integral equation when the claims have Weibull distribution. For this reason, the adjustment coefficient is investigated in this study by using approximation methods and a practical algorithm proposed to calculate approximate result with the desired closeness to the true value. © 2025 Elsevier B.V., All rights reserved. | en_US |
dc.language.iso | en | en_US |
dc.publisher | Springer Science and Business Media B.V. | en_US |
dc.relation.ispartof | Springer Series on Demographic Methods and Population Analysis | en_US |
dc.rights | info:eu-repo/semantics/closedAccess | en_US |
dc.subject | Lundberg Adjustment Coefficient | en_US |
dc.subject | Non-Linear Risk Model | en_US |
dc.subject | Ruin Probability | en_US |
dc.subject | Weibull Distribution | en_US |
dc.title | Approximate Formula for Adjustment Coefficient of a Non-Linear Risk Model with Weibull Claims | en_US |
dc.type | Book Part | en_US |
dc.department | TOBB University of Economics and Technology | en_US |
dc.identifier.volume | 58 | en_US |
dc.identifier.startpage | 211 | en_US |
dc.identifier.endpage | 224 | en_US |
dc.identifier.scopus | 2-s2.0-105013860603 | - |
dc.identifier.doi | 10.1007/978-3-031-82279-7_17 | - |
dc.authorscopusid | 55255755600 | - |
dc.authorscopusid | 7801652544 | - |
dc.relation.publicationcategory | Kitap Bölümü - Uluslararası | en_US |
dc.identifier.scopusquality | Q3 | - |
dc.identifier.wosquality | N/A | - |
item.fulltext | No Fulltext | - |
item.openairetype | Book Part | - |
item.cerifentitytype | Publications | - |
item.grantfulltext | none | - |
item.languageiso639-1 | en | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
crisitem.author.dept | 02.4. Department of Industrial Engineering | - |
Appears in Collections: | Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection |
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