Authors: Jensen, B Jorgensen, PL Grosen, A

Citation: B. Jensen et al., A finite difference approach to the valuation of path dependent life insurance liabilities, GENEVA PAP, 26(1), 2001, pp. 57-84

Authors: Grosen, A Jorgensen, PL

Citation: A. Grosen et Pl. Jorgensen, Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies, INSUR MATH, 26(1), 2000, pp. 37-57