Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance (Q1023106)
From MaRDI portal
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
