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Risk-Neutral Pricing for Insurance Contracts
Contracts This article discusses the pricing of life insurance contracts in the risk-neutral world. Specifically ... Specifically it deals with three aspects: 1 the motivation for pricing contracts using a risk-neutral methodology ...- Authors: Stephen Britt
- Date: Feb 2001
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Life Insurance>Pricing - Life Insurance