Monte Carlo Study of Reinsurance Contracts

This thesis is based on three articles concerning to experimental softwarefor evaluation of reinsurance contracts. In paper A we describe and usethe reinsurance analyser (ReAn), an open-source software for analysis ofreinsurance contacts. Moreover, we discuss experimental results, especiallythe risk...

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Bibliographic Details
Main Author: Schyberg, Oskar
Format: Others
Language:English
Published: Mälardalens högskola, Akademin för utbildning, kultur och kommunikation 2013
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-18374
http://nbn-resolving.de/urn:isbn:978-91-7485-104-5