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A Market-Based Approach to Pricing With-Profits Guarantees

Published online by Cambridge University Press:  10 June 2011

Extract

The text of this paper, together with the abstract of the discussion held by the Faculty of Actuaries on 15 November 1999, are printed in British Actuarial Journal, 6, I, 143-213.

Type
Sessional meetings: papers and abstracts of discussions
Copyright
Copyright © Institute and Faculty of Actuaries 2000

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References

Nowell, P.J., Crispin, J.R., Iqbal, M., Margutti, S.F. & Muldoon, A. (1999). Financial services and investment markets in a low inflationary environment. B.A.J. 5, 851897.Google Scholar