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A Finite difference approach to the valuation of path dependent life insurance liabilities

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<title>Finite difference approach to the valuation of path dependent life insurance liabilities</title>
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<namePart>Jensen, Bjarke</namePart>
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<namePart>Lochte Jorgensen, Peter</namePart>
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<note type="statement of responsibility">Bjarke Jensen, Peter Lochte Jorgensen, Anders Grosen</note>
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<title>The Geneva Risk and Insurance Review</title>
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<publisher>The Netherlands : The Geneva Association, 1991-2010</publisher>
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<identifier type="issn">0926-4957</identifier>
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<text>01/06/2001 Número 1 26 2001 , p. 57-84</text>
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