Efficient evaluation of alternative reinsurance strategies using control variates
نویسندگان
چکیده
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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ژورنال
عنوان ژورنال: European Actuarial Journal
سال: 2022
ISSN: ['2190-9733', '2190-9741']
DOI: https://doi.org/10.1007/s13385-022-00304-6