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

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Anders Grosen, Denmark
  • Bjarne Jensen, Denmark
  • Peter Løchte Jørgensen, Denmark
Original languageEnglish
JournalGeneva Risk and Insurance Review
VolumeVol. 26
Issue1
Pages (from-to)57-84
Number of pages28
ISSN1554-964X
Publication statusPublished - 2001

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