An efficient algorithm for pricing reinsurance contract under the regime-switching model (Q6108199)
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scientific article; zbMATH DE number 7704408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient algorithm for pricing reinsurance contract under the regime-switching model |
scientific article; zbMATH DE number 7704408 |
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An efficient algorithm for pricing reinsurance contract under the regime-switching model (English)
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29 June 2023
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catastrophe reinsurance
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Monte-Carlo simulation
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regime-switching model
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variance reduction technique
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