具有双重季节性的风险模型

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY Accounts of Chemical Research Pub Date : 2023-01-02 DOI:10.1080/10920277.2022.2068611

Yang Miao, Kristina P. Sendova, B. Jones

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引用次数: 2

摘要

我们考虑一个风险模型，其中保费收入和索赔过程都有季节性波动。基于Morales中提出的模拟方法，我们得到了破产概率。我们还讨论了这种方法发挥作用必须满足的条件。我们给出了一个基于模拟研究的数值例子和一个使用真实汽车保险数据集的例子。还讨论了该风险模型的各种性质，并与现有文献进行了比较。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On a Risk Model With Dual Seasonalities

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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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.