On a risk model with dual seasonalities

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<dc:creator>Miao, Yang</dc:creator>
<dc:creator>Sendova, Kristina P.</dc:creator>
<dc:creator>Jones, Bruce L.</dc:creator>
<dc:date>2023-03-06</dc:date>
<dc:description xml:lang="es">Sumario: 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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/183278.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:subject xml:lang="es">Análisis de riesgos</dc:subject>
<dc:subject xml:lang="es">Análisis de datos</dc:subject>
<dc:subject xml:lang="es">Ingresos financieros</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">On a risk model with dual seasonalities</dc:title>
<dc:relation xml:lang="es">En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 06/03/2023 Tomo 27 Número 1 - 2023 , p. 166-184</dc:relation>
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