2 results
CALCULATING VARIABLE ANNUITY LIABILITY “GREEKS” USING MONTE CARLO SIMULATION
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 45 / Issue 2 / May 2015
- Published online by Cambridge University Press:
- 05 January 2015, pp. 239-266
- Print publication:
- May 2015
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- Article
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Fast Sensitivity Computations for Monte Carlo Valuation of Pension Funds
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 2 / November 2010
- Published online by Cambridge University Press:
- 09 August 2013, pp. 655-667
- Print publication:
- November 2010
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- Article
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