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April 2012
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April 15-21, 2012

Seminars

April 20, 2012 - 15:50 - 16:50

Seminar MPRIME de Mathématiques actuarielles et financières de Montréal
Concordia University, Pavillon J.W. McConnell (Library) Building, SGW Campus, salle LB-921.04

A DYNAMIC PROGRAMMING ALGORITHM FOR THE VALUATION OF GMWB VARIABLE ANNUITIES

Pietro Millossovich, City University

Web site : http://www.dms.umontreal.ca/~morales/seminar_main.php

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