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

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Q4369767 / rank
 
Normal rank
Property / cites work
 
Property / cites work: QMC techniques for CAT bond pricing * / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general model for the analysis and valuation of guaranteed minimum benefits in fonds policies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate quadrature on adaptive sparse grids / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3515752 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Market Based Tools for Managing the Life Insurance Company / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical integration using sparse grids / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dimension-adaptive tensor-product quadrature / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general asset-liability management model for the efficient simulation of portfolios of life insurance policies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuation of Performance‐Dependent Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multilevel Monte Carlo Path Simulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3421277 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood approximation by numerical integration on sparse grids / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4453513 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On accounting standards and fair valuation of life insurance and pension liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4004325 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5713157 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Guaranteed Investment Contracts: Distributed and Undistributed Excess Return / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3438080 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothness and dimension reduction in quasi-Monte Carlo methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4003879 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Toward real-time pricing of complex financial derivatives / rank
 
Normal rank
Property / cites work
 
Property / cites work: Intractability results for integration and discrepancy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2734992 / rank
 
Normal rank
Property / cites work
 
Property / cites work: When are quasi-Monte Carlo algorithms efficient for high dimensional integrals? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5600030 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of points in a cube and the approximate evaluation of integrals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fair valuation of path-dependent participating life insurance contracts. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The effective dimension and quasi-Monte Carlo integration / rank
 
Normal rank
Property / cites work
 
Property / cites work: Why Are High-Dimensional Finance Problems Often of Low Effective Dimension? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Explicit cost bounds of algorithms for multivariate tensor product problems / rank
 
Normal rank

Revision as of 15:15, 1 July 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
    0 references
    0 references
    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
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers