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Reinsurance Analyser
Mälardalen University, Department of Mathematics and Physics. (Analytical Finance)ORCID iD: 0000-0002-2626-5598
Catholic University of Leuven, Belgium.
Mälardalen University, Department of Mathematics and Physics.
Mälardalen University, Department of Mathematics and Physics. (Analytical Finance)ORCID iD: 0000-0002-0139-0747
2005 (English)Report (Other academic)
Abstract [en]

A Monte Carlo based program system for analysis of reinsurance contracts is described. new method for compariso of reinsurance contracts are presented. Results of computer experimental studies are presented and commented.

Place, publisher, year, edition, pages
2005. , p. 35
Series
Research reports MDH/IMA, Department of Mathematics and Physics, Mälardalen University, ISSN 1404-4978 ; 2005-4
Keywords [en]
reinsurance, program system, comparison of contracts, Monte Carlo method
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-3161OAI: oai:DiVA.org:mdh-3161DiVA, id: diva2:115825
Available from: 2008-02-29 Created: 2008-02-29 Last updated: 2015-08-11Bibliographically approved

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Silvestrov, DmitriiMalyarenko, Anatoliy

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