A general asset–liability management model for the efficient simulation of portfolios of life insurance policies
| Year of publication: |
2008
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|---|---|
| Authors: | Gerstner, Thomas ; Griebel, Michael ; Holtz, Markus ; Goschnick, Ralf ; Haep, Marcus |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 42.2008, 2, p. 704-717
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