Smart modelling : using control variates to boost performance
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000nam a22000004b 4500 | ||
| 001 | MAP20100096246 | ||
| 003 | MAP | ||
| 005 | 20101119112837.0 | ||
| 008 | 101118s2010 esp|||| ||| ||spa d | ||
| 040 | $aMAP$bspa | ||
| 084 | $a212 | ||
| 100 | 1 | $0MAPA20100061688$aChan, Flora | |
| 245 | 0 | 0 | $aSmart modelling$b : using control variates to boost performance$cFlora Chan |
| 260 | $a[New York$bTowers Watson]$c2009 | ||
| 490 | 0 | $aInsurance matters Asia-Pacific | |
| 520 | $aInsurers 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 | ||
| 650 | 1 | $0MAPA20100061138$aReplicación de activos y pasivos | |
| 650 | 1 | $0MAPA20080584351$aControl de seguros | |
| 650 | 1 | $0MAPA20080591182$aGerencia de riesgos | |
| 650 | 1 | $0MAPA20080603120$aProcesos estocásticos | |
| 650 | 1 | $0MAPA20080590567$aEmpresas de seguros | |
| 830 | 0 | $0MAPA20100061695$aInsurance matters Asia-Pacific |