Optimal design of profit sharing rates by FFT
From MaRDI portal
Publication:659254
DOI10.1016/j.insmatheco.2010.01.004zbMath1231.91456MaRDI QIDQ659254
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.01.004
91G60: Numerical methods (including Monte Carlo methods)
91G30: Interest rates, asset pricing, etc. (stochastic models)
65T50: Numerical methods for discrete and fast Fourier transforms
Cites Work
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