A heavy traffic approach to modeling large life insurance portfolios
Year of publication: |
2013
|
---|---|
Authors: | Blanchet, Jose ; Lam, Henry |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 1, p. 237-251
|
Subject: | Risikomodell | Risk model | Lebensversicherung | Life insurance | Portfolio-Management | Portfolio selection | Theorie | Theory |
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