Efficient Valuation of Variable Annuity Portfolios with Dynamic Programming
Year of publication: |
2021
|
---|---|
Authors: | Moenig, Thorsten |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming | Theorie | Theory | Private Altersvorsorge | Private retirement provision | Lebensversicherung | Life insurance |
Extent: | 1 Online-Ressource (42 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 29, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3797985 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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