Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance (Q1023106): Difference between revisions
From MaRDI portal
Latest revision as of 13:25, 10 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance |
scientific article |
Statements
Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance (English)
0 references
10 June 2009
0 references
numerical integration
0 references
quasi-Monte Carlo
0 references
sparse grids
0 references
effective dimension
0 references
0 references
0 references
0 references
0 references