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Efficient evaluation of alternative reinsurance strategies using control variates - MaRDI portal

Efficient evaluation of alternative reinsurance strategies using control variates (Q2157233)

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Efficient evaluation of alternative reinsurance strategies using control variates
scientific article

    Statements

    title
    Efficient evaluation of alternative reinsurance strategies using control variates (English)
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    author
    Ioannis Kyriakou
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    Andreas Tsanakas
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    publication date
    27 July 2022
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    zbMATH Keywords
    reinsurance
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    Monte Carlo simulation
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    control variates
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    Identifiers

    zbMATH DE Number
    7564458
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    OpenAlex ID
    W4205910140
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