The difference between LSMC and replicating portfolio in insurance liability modeling
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Publication:2356640
DOI10.1007/s13385-016-0133-zzbMath1394.91227OpenAlexW3122603968WikidataQ59436874 ScholiaQ59436874MaRDI QIDQ2356640
Janina Schweizer, Antoon Pelsser
Publication date: 6 June 2017
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-016-0133-z
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