Smart modelling : using control variates to boost performance

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<rdf:Description>
<dc:creator>Chan, Flora</dc:creator>
<dc:date>2010</dc:date>
<dc:description xml:lang="es">Sumario: Insurers are facing more complex modelling needs. Recent market turmoil, advances in regulatory and supervision, together with an increasingly competitive business environment, has made insurers focus on more frequent reporting of complex risk metrics, and consequently the need for more efficient models.
Variance reduction techniques have attracted growing attention from insurers as a simple and robust way to improve model efficiency. In this article, Flora Chan looks at how variance reduction can be used in improving model accuracy and goes further by drawing the link with replicating portfolios</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/127129.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:publisher>Towers Watson]</dc:publisher>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Replicación de activos y pasivos</dc:subject>
<dc:subject xml:lang="es">Control de seguros</dc:subject>
<dc:subject xml:lang="es">Gerencia de riesgos</dc:subject>
<dc:subject xml:lang="es">Procesos estocásticos</dc:subject>
<dc:subject xml:lang="es">Empresas de seguros</dc:subject>
<dc:type xml:lang="es">Libros</dc:type>
<dc:title xml:lang="es">Smart modelling : using control variates to boost performance</dc:title>
<dc:relation xml:lang="es">Insurance matters Asia-Pacific</dc:relation>
</rdf:Description>
</rdf:RDF>