The following pages link to Thomas Gerstner (Q998284):
Displaying 6 items.
- A general asset-liability management model for the efficient simulation of portfolios of life insurance policies (Q998287) (← links)
- Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance (Q1023106) (← links)
- Numerical integration using sparse grids (Q1281788) (← links)
- (Q1412059) (redirect page) (← links)
- Dimension-adaptive tensor-product quadrature (Q1412060) (← links)
- Randomized multilevel quasi-Monte Carlo path simulation (Q2849680) (← links)