Efficient evaluation of alternative reinsurance strategies using control variates

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<title>Efficient evaluation of alternative reinsurance strategies using control variates</title>
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<namePart>Kyriakou, Ioannis</namePart>
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<abstract displayLabel="Summary">In 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.

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<note type="statement of responsibility">Ioannis Kyriakou, Andreas Tsanakas</note>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080602529">
<topic>Mercado de reaseguros</topic>
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<topic>Cálculo actuarial</topic>
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<topic>Simulación Monte Carlo</topic>
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<title>European Actuarial Journal</title>
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<publisher>Cham, Switzerland  : Springer Nature Switzerland AG,  2021-2022</publisher>
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<identifier type="local">MAP20220007085</identifier>
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<text>06/06/2022 Volúmen 12 - Número 1 - junio 2022 , p. 425-431</text>
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