The following pages link to Omer L. Gebizlioglu (Q344267):
Displaying 23 items.
- Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences (Q344268) (← links)
- Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution (Q535460) (← links)
- Modeling of claim exceedances over random thresholds for related insurance portfolios (Q654827) (← links)
- Risk analysis under progressive type II censoring with binomial claim numbers (Q732104) (← links)
- Tolerance intervals for quantiles of bivariate risks and risk measurement (Q931191) (← links)
- Bivariate pseudo-Gompertz distribution and concomitants of its order statistics (Q1946194) (← links)
- A max-min model of random variables in bivariate random sequences (Q2223876) (← links)
- Measurement of bivariate risks by the north-south quantile points approach (Q2252700) (← links)
- On concomitants of upper record statistics and survival analysis for a pseudo-Gompertz distribution (Q2348971) (← links)
- A pseudo-Pareto distribution and concomitants of its order statistics (Q2404179) (← links)
- Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach (Q2507951) (← links)
- Comparison of the power of robust \(F^\ast\) and non-parametric Kruskal-Wallis tests in the one-way analysis of the variance model (Q2808847) (← links)
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- The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable, dependent claim occurrences (Q6574598) (← links)
