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Market-Consistent Valuations of Life Insurance Business: The U.K. Experience
Market-Consistent Valuations of Life Insurance Business: The U.K. Experience U.K. life insurers ... The purpose of this paper is to: • Explain the valuation approach based on market-consistent values and ...- Authors: Chris O'Brien
- Date: Jul 2007
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting; Modeling & Statistical Methods; Public Policy
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On Calculating Delta-Ized Reserves - Actuarial Note
would probably be impractical to keep all the individual results. A practical solution would be to set ... reserves at any valuation date, given the new-money rate in the year preceding the valuation date and given ...- Authors: William A Bailey, Cecil J Nesbitt, David G Halmstad
- Date: Oct 1974
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods; Modeling & Statistical Methods>Markov Chain