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person:"Cairns, Andrew J. G."
~isPartOf:"The Geneva papers on risk and insurance theory"
~person:"Løchte Jørgensen, Peter"
~person:"Warshawsky, Mark J."
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Actuarial mathematics
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Cairns, Andrew J. G.
Løchte Jørgensen, Peter
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The Geneva papers on risk and insurance theory
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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A finite difference approach to the valuation of path dependent life insurance liabilities
Jensen, Bjarke
;
Løchte Jørgensen, Peter
;
Grosen, Anders
- In:
The Geneva papers on risk and insurance theory
26
(
2001
)
1
,
pp. 57-84
Persistent link: https://www.econbiz.de/10001600977
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