@Article{ GerstnerGriebelHoltz:2008, author = {T.~Gerstner and M. ~Griebel and M.~Holtz}, title = {Efficient Deterministic Numerical Simulation of Stochastic Asset-Liability Management Models in Life Insurance}, year = {2009}, volume = {44}, pages = {434--446}, journal = {Insurance: Math. Economics}, annote = {article}, pdf = {http://wissrech.ins.uni-bonn.de/research/pub/holtz/ALM_num.pdf} }