{"title":"具有双重季节性的风险模型","authors":"Yang Miao, Kristina P. Sendova, B. Jones","doi":"10.1080/10920277.2022.2068611","DOIUrl":null,"url":null,"abstract":"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 real-life auto insurance data set. Various properties of this risk model are also discussed and compared with the existing literature.","PeriodicalId":46812,"journal":{"name":"North American Actuarial Journal","volume":"27 1","pages":"166 - 184"},"PeriodicalIF":1.4000,"publicationDate":"2023-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"On a Risk Model With Dual Seasonalities\",\"authors\":\"Yang Miao, Kristina P. Sendova, B. Jones\",\"doi\":\"10.1080/10920277.2022.2068611\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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 real-life auto insurance data set. Various properties of this risk model are also discussed and compared with the existing literature.\",\"PeriodicalId\":46812,\"journal\":{\"name\":\"North American Actuarial Journal\",\"volume\":\"27 1\",\"pages\":\"166 - 184\"},\"PeriodicalIF\":1.4000,\"publicationDate\":\"2023-01-02\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"North American Actuarial Journal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1080/10920277.2022.2068611\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"North American Actuarial Journal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/10920277.2022.2068611","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
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 real-life auto insurance data set. Various properties of this risk model are also discussed and compared with the existing literature.
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