Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance (Q1023106): Difference between revisions

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Latest revision as of 13:25, 10 December 2024

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Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance
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    Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance (English)
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    10 June 2009
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    numerical integration
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    quasi-Monte Carlo
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    sparse grids
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    effective dimension
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