On high-performance software development for the numerical simulation of life insurance policies

zbMATH Open1147.91339MaRDI QIDQ3515752FDOQ3515752

Authors: Stefania Corsaro, Pasquale L. De Angelis, Zelda Marino, Francesca Perla Error creating thumbnail:

Publication date: 29 July 2008

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• Participating life insurance policies: an accurate and efficient parallel software for COTS clusters
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Mathematics Subject Classification ID

Cited In (3)

• Participating life insurance policies: an accurate and efficient parallel software for COTS clusters
• On parallel asset-liability management in life insurance: a forward risk-neutral approach
• Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance

Uses Software

• DCDFLIB

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