Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance (Q1023106)
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scientific article; zbMATH DE number 5563942
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance |
scientific article; zbMATH DE number 5563942 |
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Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance (English)
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10 June 2009
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numerical integration
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quasi-Monte Carlo
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sparse grids
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effective dimension
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