Modify the algorithm in Section 21.6.2 for the Monte Carlo simulation for a Risk XL contract layer

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Modify the algorithm in Section 21.6.2 for the Monte Carlo simulation for a Risk XL contract layer so that it works for a European Indexation Clause.

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Pricing In General Insurance

ISBN: 9780367769031,9781000860832

2nd Edition

Authors: Pietro Parodi

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Question Posted: Jul 23, 2024 11:01 AM

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Modify the algorithm in Section 21.6.2 for the Monte Carlo simulation for a Risk XL contract layer

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Pricing In General Insurance

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