A general asset-liability management model for the efficient simulation of portfolios of life insurance policies
type: Item
instance of: scholarly article
title: A general asset-liability management model for the efficient simulation of portfolios of life insurance policies
zbMATH Open document ID: 1152.91581
author: Thomas Gerstner
author: Michael Griebel
author: Markus Holtz
author: Ralf Goschnick
author: Marcus Haep
published in: Insurance Mathematics \& Economics
publication date: 2009-01-28T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5499595
zbMATH Keywords: asset-liability management
zbMATH Keywords: participating policies
zbMATH Keywords: numerical simulation
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2007.07.007
OpenAlex ID: W1994952071
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DOI: 10.1016/J.INSMATHECO.2007.07.007
description: scientific article; zbMATH DE number 5499595