An efficient algorithm for the calculation of reserves for non-unit linked life policies (Q4586435)
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scientific article; zbMATH DE number 6935935
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| English | An efficient algorithm for the calculation of reserves for non-unit linked life policies |
scientific article; zbMATH DE number 6935935 |
Statements
An efficient algorithm for the calculation of reserves for non-unit linked life policies (English)
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13 September 2018
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solvency II
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non-unit linked life reserves
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brute force
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parallel programming
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OpenMP
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0.7368860840797424
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0.7192187905311584
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0.7175528407096863
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0.6965183615684509
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0.6912823915481567
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