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A finite difference approach to the valuation of path dependent life insurance liabilities
Jensen, Bjarke; Løchte Jørgensen, Peter; Grosen, Anders - 2001
Persistent link: https://www.econbiz.de/10001613883
Cover Image
A finite difference approach to the valuation of path dependent life insurance liabilities
Jensen, Bjarke; Løchte Jørgensen, Peter; Grosen, Anders - 2000
Persistent link: https://www.econbiz.de/10001456701
Cover Image
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