Hostname: page-component-cd9895bd7-gbm5v Total loading time: 0 Render date: 2024-12-23T16:08:20.642Z Has data issue: false hasContentIssue false
  • English
  • Français

Fair Valuation of Liabilities. Abstract of the Discussion held by the Institute of Actuaries

Published online by Cambridge University Press:  10 June 2011

Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Sessional meetings: papers and abstracts of discussions
Information
British Actuarial Journal , Volume 8 , Issue 2 , 01 June 2002 , pp. 315 - 340
Copyright
Copyright © Institute and Faculty of Actuaries 2002

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Lee, P. J. & Wilkie, A.D. (2000). A comparison of stochastic asset models. Proceedings of the 10th International AFIR Colloquium, Tromsø, Norway, 21–24 October 2000, 447–445.Google Scholar
Cantor, A.C.M. & Sefton, J.A. (2002). Economic applications to actuarial work: personal pensions and future rates of return, B.A.J. 8, 91–149.Google Scholar
Klumpes, P.J.M. (1999). Measuring the probability of U.K. proprietary life insurers. British Accounting Review, 31, 185–204.CrossRefGoogle Scholar
Klumpes, P.J.M. & Shackleton, M. (2000). Valuing the option to terminate life insurance business: theory and evidence. Journal of Banking and Finance, 25, 1179–1190.Google Scholar