A finite difference approach to the valuation of path dependent life insurance liabilities
Year of publication: |
2001
|
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Authors: | Jensen, Bjarke ; Løchte Jørgensen, Peter ; Grosen, Anders |
Published in: |
The Geneva papers on risk and insurance theory. - Boston, Mass. [u.a.] : Kluwer Acad. Publ., ISSN 0926-4957, ZDB-ID 1130377-3. - Vol. 26.2001, 1, p. 57-84
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Subject: | Versicherungsmathematik | Actuarial mathematics | Lebensversicherung | Life insurance | Bewertung | Evaluation | Theorie | Theory |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: The Geneva papers on risk and insurance theory |
Source: | ECONIS - Online Catalogue of the ZBW |
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