On parallel asset-liability management in life insurance: a forward risk-neutral approach (Q991133)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On parallel asset-liability management in life insurance: a forward risk-neutral approach |
scientific article; zbMATH DE number 5777738
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On parallel asset-liability management in life insurance: a forward risk-neutral approach |
scientific article; zbMATH DE number 5777738 |
Statements
On parallel asset-liability management in life insurance: a forward risk-neutral approach (English)
0 references
2 September 2010
0 references
asset-liability management portfolio
0 references
life insurance policies
0 references
forward risk-neutral measure
0 references
Monte Carlo method
0 references
0 references
0 references
