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Excess Spread Approach toPricing and Valuing SPDAs
can be thought of as spread lending business. The purpose of the paper is to introduce the excess spread ... measuring the profitability of nonparticipating insurance products. The article describes how the excess ...- Authors: Mark Griffin
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Annuities>Pricing - Annuities; Enterprise Risk Management