Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance
Thomas Gerstner, Michael Griebel, Markus HoltzVolume:
44
Year:
2009
Language:
english
Pages:
13
DOI:
10.1016/j.insmatheco.2008.12.003
File:
PDF, 2.64 MB
english, 2009