Efficient evaluation of alternative reinsurance strategies using control variates

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      <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="g">06/06/2022 Volúmen 12 - Número 1 - junio 2022 , p. 425-431</subfield>
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