Efficient valuation of variable annuity portfolios with dynamic programming
| Year of publication: |
2021
|
|---|---|
| Authors: | Moenig, Thorsten |
| Published in: |
Journal of Risk and Insurance. - Wiley, ISSN 1539-6975, ZDB-ID 2066637-8. - Vol. 88.2021, 4 (07.07.), p. 1023-1055
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jori.12355 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012636074