The difference between LSMC and replicating portfolio in insurance liability modeling
Crossref DOI link: https://doi.org/10.1007/s13385-016-0133-z
Published Online: 2016-11-04
Published Print: 2016-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Pelsser, Antoon
Schweizer, Janina
Funding for this research was provided by:
Universiteit Maastricht
Network for Studies on Pensions, Aging and Retirement
Kleynen Consultants
License valid from 2016-11-04