Mark Tucker

University of Edinburgh

Old College

South Bridge

Edinburgh, Scotland EH8 9JY

United Kingdom

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Scholarly Papers (1)

1.

An Efficient Algorithm for the Calculation of Reserves for Non-Unit Linked Life Policies

Algorithmic Finance 2014, 3:3-4, pp. 143-161
Number of pages: 20 Posted: 11 Dec 2014
Mark Tucker and J. Mark Bull
University of Edinburgh and University of Edinburgh
Downloads 25 (370,776)

Abstract:

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Solvency II, non-unit linked life reserves, brute force, parallel programming, OpenMP