On a risk model with dual seasonalities
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| 001 | MAP20230012758 | ||
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| 040 | $aMAP$bspa$dMAP | ||
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| 100 | 1 | $0MAPA20230005347$aMiao, Yang | |
| 245 | 1 | 0 | $aOn a risk model with dual seasonalities$cYang Miao, Kristina P. Sendova, Bruce L. Jones |
| 520 | $aWe consider a risk model where both the premium income and the claim process have seasonal fluctuations. We obtain the probability of ruin based on the simulation approach presented in Morales. We also discuss the conditions that must be satisfied for this approach to work. We give both a numerical example that is based on a simulation study and an example using a reallife auto insurance data set. Various properties of this risk model are also discussed and compared with the existing literature | ||
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 4 | $0MAPA20080588953$aAnálisis de riesgos | |
| 650 | 4 | $0MAPA20080578848$aAnálisis de datos | |
| 650 | 4 | $0MAPA20080597207$aIngresos financieros | |
| 700 | 1 | $0MAPA20230005354$aSendova, Kristina P. | |
| 700 | 1 | $0MAPA20080135942$aJones, Bruce L. | |
| 773 | 0 | $wMAP20077000239$g06/03/2023 Tomo 27 Número 1 - 2023 , p. 166-184$x1092-0277$tNorth American actuarial journal$dSchaumburg : Society of Actuaries, 1997- | |
| 856 | 0 | 0 | $yMÁS INFORMACIÓN$u mailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A |