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May 24, 2016Open Access
In this paper, we consider a discrete time insurance risk model, in which
insurance and financial risks jointly follow a bivariate generalized FGM
distribution. Assuming that every convex combination of the marginal distributions
of insurance and financial risks belongs to strongly
regular variation class, we derive some asymptotic equivalence formulas for
these probabilities with both finite and infinite time horizons, all in the ...
Sep 16, 2014Open Access
Let  be a sequence
of completely asymmetric stable process or stable subordinators defined on a
common probability space . In this paper, for proper selection of norming
constants, we study almost sure limit inferior for increments of stable
subordinators of geometr...
Jul 02, 2014Open Access
Estimation of peak flood discharge (PFD) for a
given return period is of utmost importance for planning and design of
hydraulic structures in the project site. The peak value of a flood discharge
having a pre-defined average return period is determined by frequency analysis,
known as flood frequency analysis (FFA). The paper compares the eight probability
distributions used for estimation of PFD for Malakkara and Neeleswaram. Maximum
likelihood method is used for determination of parameters of t...
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