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- GPU parallel implementation for asset-liability management in insurance companies
- 1 Introduction
- 2 Insurance company: with-profit life insurance product
- 3 Balance sheet
- 4 ALM model
- 5 Numerical method: MC balance sheet projection
- 6 Implementation details
- 7 Numerical results
- 8 Conclusions
- Acknowledgements
- References
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外文文献保险公司的资产负债管理
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