Publications

Type of Publication: Article in Journal

On the risk-neutral valuation of life insurance contracts with numerical methods in view

Author(s):
D. Bauer, D. Bergmann and R. Kiesel
Title of Journal:
Astin Bulletin
Publication Date:
2010
Number of Issue:
40
pages:
65-95
Link to complete version:
http://www.actuaries.org/AFIR/Colloquia/Rome2/Bauer_Bergmann_Kiesel.pdf
Citation:
Download RIS