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A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities

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A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. / Grosen, Anders; Jensen, Bjarke; Jørgensen, Peter Løchte.

1999.

Research output: Working paperResearch

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MLA

Grosen, Anders, Bjarke Jensen and Peter Løchte Jørgensen A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. 1999.,

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Author

Grosen, Anders ; Jensen, Bjarke ; Jørgensen, Peter Løchte. / A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. 1999.

Bibtex

@techreport{2db492b0be5411daad69000ea68e967b,
title = "A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities",
author = "Anders Grosen and Bjarke Jensen and J{\o}rgensen, {Peter L{\o}chte}",
year = "1999",
language = "English",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities

AU - Grosen, Anders

AU - Jensen, Bjarke

AU - Jørgensen, Peter Løchte

PY - 1999

Y1 - 1999

M3 - Working paper

BT - A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities

ER -