Research Group of Prof. Dr. M. Griebel
Institute for Numerical Simulation
maximize


@inproceedings{Gerstner.Griebel.Holtz:2007,
  author = {T.~Gerstner and M. ~Griebel and M.~Holtz},
  title = {The Effective Dimension of Asset-Liability Management
		  Problems in Life Insurance},
  booktitle = {Proc. Third Brazilian Conference on Statistical Modelling
		  in Insurance and Finance},
  editor = {C.~Fernandes and H.~Schmidli and N.~Kolev},
  pages = {148--153},
  year = {2007},
  pdf = {http://wissrech.ins.uni-bonn.de/research/pub/gerstner/ALM_eff_dim.pdf 1},
  annote = {proceedings,series,ALM}
}