On parallel asset-liability management in life insurance: a forward risk-neutral approach (Q991133)
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scientific article; zbMATH DE number 5777738
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| English | On parallel asset-liability management in life insurance: a forward risk-neutral approach |
scientific article; zbMATH DE number 5777738 |
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On parallel asset-liability management in life insurance: a forward risk-neutral approach (English)
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2 September 2010
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asset-liability management portfolio
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life insurance policies
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forward risk-neutral measure
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Monte Carlo method
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0.8009283542633057
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0.7439510226249695
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0.7419832944869995
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0.7406533360481262
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