On a risk model with dual seasonalities

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<title>On a risk model with dual seasonalities</title>
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<name type="personal" usage="primary" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20230005347">
<namePart>Miao, Yang</namePart>
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<namePart>Sendova, Kristina P.</namePart>
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<namePart>Jones, Bruce L.</namePart>
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<abstract displayLabel="Summary">We 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</abstract>
<note type="statement of responsibility">Yang Miao, Kristina P. Sendova, Bruce L. Jones</note>
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<topic>Cálculo actuarial</topic>
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<topic>Análisis de riesgos</topic>
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<topic>Análisis de datos</topic>
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<topic>Ingresos financieros</topic>
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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
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<title>North American actuarial journal</title>
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<publisher>Schaumburg : Society of Actuaries, 1997-</publisher>
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<identifier type="issn">1092-0277</identifier>
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<part>
<text>06/03/2023 Tomo 27 Número 1 - 2023 , p. 166-184</text>
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