Efficient evaluation of alternative reinsurance strategies using control variates
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20220019958 | ||
| 003 | MAP | ||
| 005 | 20220704125543.0 | ||
| 008 | 220704e20220606che|||p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20220006767$aKyriakou, Ioannis | |
| 245 | 1 | 0 | $aEfficient evaluation of alternative reinsurance strategies using control variates$cIoannis Kyriakou, Andreas Tsanakas |
| 520 | $aIn this short communication, we present a new, simple control-variate Monte Carlo procedure for enhancing the evaluation accuracy of alternative reinsurance strategies that an insurance company might adopt. | ||
| 650 | 4 | $0MAPA20080602529$aMercado de reaseguros | |
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 4 | $0MAPA20080608606$aSimulación Monte Carlo | |
| 773 | 0 | $wMAP20220007085$g06/06/2022 Volúmen 12 - Número 1 - junio 2022 , p. 425-431$tEuropean Actuarial Journal$dCham, Switzerland : Springer Nature Switzerland AG, 2021-2022 |