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


@incollection{GerstnerGriebelHoltzGoschnickHaep:2008a,
  author = {T.~Gerstner and M. Griebel and M.~Holtz and R.~Goschnick
		  and M.~Haep},
  title = {Numerical Simulation for Asset-Liability Management in
		  Life Insurance},
  booktitle = {Mathematics -- Key Technology for the Future, Part 6},
  editor = {Hans-Joachim Krebs and Willi J\"ager},
  pages = {319-341},
  publisher = {Springer},
  year = {2008},
  annote = {series,ALM},
  pdf = {http://wissrech.ins.uni-bonn.de/research/pub/holtz/03GRNHBN.pdf 1}
}