A general asset liability management model for the efficient simulation of portfolios of life insurance policies
Thomas Gerstner ...
| Year of publication: |
2007 ; rev. version
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|---|---|
| Other Persons: | Gerstner, Thomas (contributor) |
| Publisher: |
Bonn : SFB 611 |
| Subject: | Versicherungsmathematik | Lebensversicherung | Simulation | Vermögenspolitik |
| Extent: | 19 Bl. graph. Darst. |
|---|---|
| Series: | Sonderforschungsbereich 611, Singuläre Phänomene und Skalierung in Mathematischen Modellen. - Bonn : SFB 611. - Vol. 346 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Auch in: Insurance: mathematics and economics |
| Classification: | Angewandte Mathematik ; Banken, Versicherungen |
| Source: |
Persistent link: https://www.econbiz.de/10004921912