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

Publication date 29 July 2008

Mathematics Subject Classification ID

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Cited in

(4)

• Participating life insurance policies: an accurate and efficient parallel software for COTS clusters
• Stochastic evaluation of life insurance contracts: model point on asset trajectories and measurement of the error related to aggregation
• Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance
• On parallel asset-liability management in life insurance: a forward risk-neutral approach

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Uses Software

• DCDFLIB

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