@InProceedings{ Gerstner.Griebel.Holtz:2007, author = {T.~Gerstner and M. ~Griebel and M.~Holtz}, title = {The Effective Dimension of Asset-Liability Management Problems in Life Insurance}, booktitle = {Proc. Third Brazilian Conference on Statistical Modelling in Insurance and Finance}, editor = {C.~Fernandes and H.~Schmidli and N.~Kolev}, pages = {148--153}, year = {2007}, pdf = {http://wissrech.ins.uni-bonn.de/research/pub/gerstner/ALM_eff_dim.pdf} , annote = {proceedings,series,ALM} }