On parallel asset-liability management in life insurance: a forward risk-neutral approach (Q991133)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On parallel asset-liability management in life insurance: a forward risk-neutral approach |
scientific article |
Statements
On parallel asset-liability management in life insurance: a forward risk-neutral approach (English)
0 references
2 September 2010
0 references
asset-liability management portfolio
0 references
life insurance policies
0 references
forward risk-neutral measure
0 references
Monte Carlo method
0 references
0 references
0 references
