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Efficient evaluation of alternative reinsurance strategies using control variates

Recurso electrónico / Electronic resource
Registro MARC
Tag12Valor
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001  MAP20220019958
003  MAP
005  20220704125543.0
008  220704e20220606che|||p |0|||b|eng d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎6
1001 ‎$0‎MAPA20220006767‎$a‎Kyriakou, Ioannis
24510‎$a‎Efficient evaluation of alternative reinsurance strategies using control variates‎$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
7730 ‎$w‎MAP20220007085‎$g‎06/06/2022 Volúmen 12 - Número 1 - junio 2022 , p. 425-431‎$t‎European Actuarial Journal‎$d‎Cham, Switzerland : Springer Nature Switzerland AG, 2021-2022