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Stochastic Pricing for Embedded Options in Life Insurance and Annuity Products
Stochastic Pricing for Embedded Options in Life Insurance and Annuity Products The research ... the process into product pricing and liability valuation Fair value accounting;Guaranteed minimum accumulation ...- Authors: Society of Actuaries, Timothy Hill, Dale Visser, Ricardo Trachtman
- Date: Oct 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models