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Better Late Than Never. The Case of the Rollover Option
is derived in a risk- neutral environment. Mortality is also taken into account when cal- culating ... the insurance industry is to incorporate the mortality risk into it. It is typical that the guarantee ...- Authors: Claire Bilodeau
- Date: Jan 1997
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Life Insurance>Investment strategy - Life Insurance