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Efficient evaluation of alternative reinsurance strategies using control variates

Recurso electrónico / Electronic resource
Section: Articles
Title: Efficient evaluation of alternative reinsurance strategies using control variates / Ioannis Kyriakou, Andreas TsanakasAuthor: Kyriakou, Ioannis
Notes: Sumario: 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.

Related records: En: European Actuarial Journal. - Cham, Switzerland : Springer Nature Switzerland AG, 2021-2022. - 06/06/2022 Volúmen 12 - Número 1 - junio 2022 , p. 425-431Materia / lugar / evento: Mercado de reaseguros Cálculo actuarial Simulación Monte Carlo Other categories: 6
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