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Efficient evaluation of alternative reinsurance strategies using control variates

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      <subfield code="a">Kyriakou, Ioannis</subfield>
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      <subfield code="a">Efficient evaluation of alternative reinsurance strategies using control variates</subfield>
      <subfield code="c">Ioannis Kyriakou, Andreas Tsanakas</subfield>
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      <subfield code="a">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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      <subfield code="a">Simulación Monte Carlo</subfield>
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      <subfield code="g">06/06/2022 Número 1 - junio 2022 , p. 425-431</subfield>
      <subfield code="t">European Actuarial Journal</subfield>
      <subfield code="d">Cham, Switzerland  : Springer Nature Switzerland AG,  2021-2022</subfield>
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