Pesquisa de referências

On a risk model with dual seasonalities

<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/MARC21/slim http://www.loc.gov/standards/marcxml/schema/MARC21slim.xsd">
  <record>
    <leader>00000cab a2200000   4500</leader>
    <controlfield tag="001">MAP20230012758</controlfield>
    <controlfield tag="003">MAP</controlfield>
    <controlfield tag="005">20231214132426.0</controlfield>
    <controlfield tag="008">230614e20230306usa|||p      |0|||b|eng d</controlfield>
    <datafield tag="040" ind1=" " ind2=" ">
      <subfield code="a">MAP</subfield>
      <subfield code="b">spa</subfield>
      <subfield code="d">MAP</subfield>
    </datafield>
    <datafield tag="084" ind1=" " ind2=" ">
      <subfield code="a">6</subfield>
    </datafield>
    <datafield tag="100" ind1="1" ind2=" ">
      <subfield code="0">MAPA20230005347</subfield>
      <subfield code="a">Miao, Yang</subfield>
    </datafield>
    <datafield tag="245" ind1="1" ind2="0">
      <subfield code="a">On a risk model with dual seasonalities</subfield>
      <subfield code="c">Yang Miao, Kristina P. Sendova, Bruce L. Jones</subfield>
    </datafield>
    <datafield tag="520" ind1=" " ind2=" ">
      <subfield code="a">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</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080579258</subfield>
      <subfield code="a">Cálculo actuarial</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080588953</subfield>
      <subfield code="a">Análisis de riesgos</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080578848</subfield>
      <subfield code="a">Análisis de datos</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080597207</subfield>
      <subfield code="a">Ingresos financieros</subfield>
    </datafield>
    <datafield tag="700" ind1="1" ind2=" ">
      <subfield code="0">MAPA20230005354</subfield>
      <subfield code="a">Sendova, Kristina P.</subfield>
    </datafield>
    <datafield tag="700" ind1="1" ind2=" ">
      <subfield code="0">MAPA20080135942</subfield>
      <subfield code="a">Jones, Bruce L.</subfield>
    </datafield>
    <datafield tag="773" ind1="0" ind2=" ">
      <subfield code="w">MAP20077000239</subfield>
      <subfield code="g">06/03/2023 Tomo 27 Número 1 - 2023 , p. 166-184</subfield>
      <subfield code="x">1092-0277</subfield>
      <subfield code="t">North American actuarial journal</subfield>
      <subfield code="d">Schaumburg : Society of Actuaries, 1997-</subfield>
    </datafield>
    <datafield tag="856" ind1="0" ind2="0">
      <subfield code="y">MÁS INFORMACIÓN</subfield>
      <subfield code="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
</subfield>
    </datafield>
  </record>
</collection>