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    On the extremes of surplus process in compound binomial model
    (Selcuk University Research Center of Applied Mathematics, 2012) Eryılmaz, Serkan; Tuncel, Altan; Tank, Fatih
    In this paper we study the minimum and maximum levels of surplus process in compound binomial model. These extremes are potentially useful for an investment strategy and .nancial arrangements of an insurance company. We obtain recursive equations for the marginal as well as joint distributions of the minimum and maximum values of the surplus process occurred up to period n under the condition that the insurance company survives at time n. We present illustrative computational results for geometric claim size distribution.