Abstract

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.

Publication Type:	Article
Additional Information:	This version of the article has been accepted for publication, after peer review (when applicable) and is subject to Springer Nature’s AM terms of use, but is not the Version of Record and does not reflect post-acceptance improvements, or any corrections. The Version of Record will be available online at: https://doi.org/10.1007/s13385-022-00304-6
Publisher Keywords:	reinsurance, Monte Carlo simulation, control variates
Subjects:	H Social Sciences > HG Finance
Departments:	Bayes Business School > Actuarial Science & Insurance

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