Replizierende Portfolios in der Lebensversicherung

DOI10.1007/978-3-658-20376-4zbMath1422.91025OpenAlexW2773352663MaRDI QIDQ4602307

Jan Natolski

Publication date: 9 January 2018

Full work available at URL: https://doi.org/10.1007/978-3-658-20376-4

zbMATH Keywords

Monte Carlo simulationsolvency capitalreplicating portfolio

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Monte Carlo methods (65C05) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

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