Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance
Thomas Gerstner, Michael Griebel, Markus Holtz
| Year of publication: |
2009
|
|---|---|
| Authors: | Gerstner, Thomas Stefan ; Griebel, Michael ; Holtz, Markus |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 44.2009, 3, p. 434-446
|
| Subject: | Lebensversicherung | Life insurance | Simulation | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Bilanzstrukturmanagement | Asset-liability management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009517620