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Market Value of Insurance Liabilities: Reconciling the Actuarial Appraisal and Option Pricing Methods
assumptions that are made include such items as mortality, morbidity, operating expenses, taxes, interest ... experience trends and judgment. For example, mortality assumptions would be based on actual experience ...- Authors: Luke Girard
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Fair value accounting