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

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

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