Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/12673
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dc.contributor.authorGever, Başak-
dc.contributor.authorKhaniyev, Tahir A.-
dc.date.accessioned2025-09-10T17:26:47Z-
dc.date.available2025-09-10T17:26:47Z-
dc.date.issued2025-
dc.identifier.issn1877-2560-
dc.identifier.issn2215-1990-
dc.identifier.urihttps://doi.org/10.1007/978-3-031-82279-7_17-
dc.identifier.urihttps://hdl.handle.net/20.500.11851/12673-
dc.description.abstractThis 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.isoenen_US
dc.publisherSpringer Science and Business Media B.V.en_US
dc.relation.ispartofSpringer Series on Demographic Methods and Population Analysisen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectLundberg Adjustment Coefficienten_US
dc.subjectNon-Linear Risk Modelen_US
dc.subjectRuin Probabilityen_US
dc.subjectWeibull Distributionen_US
dc.titleApproximate Formula for Adjustment Coefficient of a Non-Linear Risk Model with Weibull Claimsen_US
dc.typeBook Parten_US
dc.departmentTOBB University of Economics and Technologyen_US
dc.identifier.volume58en_US
dc.identifier.startpage211en_US
dc.identifier.endpage224en_US
dc.identifier.scopus2-s2.0-105013860603-
dc.identifier.doi10.1007/978-3-031-82279-7_17-
dc.authorscopusid55255755600-
dc.authorscopusid7801652544-
dc.relation.publicationcategoryKitap Bölümü - Uluslararasıen_US
dc.identifier.scopusqualityQ3-
dc.identifier.wosqualityN/A-
item.fulltextNo Fulltext-
item.openairetypeBook Part-
item.cerifentitytypePublications-
item.grantfulltextnone-
item.languageiso639-1en-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
crisitem.author.dept02.4. Department of Industrial Engineering-
Appears in Collections:Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
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