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Market Value and Duration Estimates of Interest Sensitive Life Contracts
sensitive life crediting rates as a function of U.S. Treasury interest rates. Second, the company crediting ... generating surrender cash flows. Finally, mortality cash flows are generated, further reducing the ...- Authors: Thomas Merfeld
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Financial Reporting & Accounting>Fair value accounting; Life Insurance