On a Risk Model With Dual Seasonalities

DOI10.1080/10920277.2022.2068611zbMath1520.91346OpenAlexW4286632234MaRDI QIDQ6107673

Kristina P. Sendova, Yang Miao, Bruce L. Jones

Publication date: 3 July 2023

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2022.2068611

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

• Unnamed Item
• Properties of distortion risk measures
• Empirical bounds for ruin probabilities
• Trend analysis and prediction procedures for time nonhomogeneous claim processes
• Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
• Rare Event Simulation using Monte Carlo Methods
• Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality
• Risk theory in a Markovian environment
• Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data
• On A Surplus Process Under A Periodic Environment
• On the Time Value of Ruin

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