Wertorientierte Steuerung von Lebensversicherungsunternehmen mittels stochastischer Prozesse
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References listed on IDEAS
- Cai, Jun & Dickson, David C.M., 2004. "Ruin probabilities with a Markov chain interest model," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 513-525, December.
- Goldstein, Alice B & Markowitz, Barbara G, 1982. " SOFASIM: A Dynamic Insurance Model with Investment Structure, Policy Benefits and Taxes," Journal of Finance, American Finance Association, vol. 37(2), pages 595-604, May.
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