1 - 2 of 2 results (0.47 seconds)
Sort By:
  • Market-Consistent Valuations Of Life Insurance Business: The U.K. Experience A Report for the Society of Actuaries
    Market-Consistent Valuations Of Life Insurance Business: The U.K. Experience A Report for the ... continued on page 18 >> Financial Reporter | March 2008 17 Chris O’Brien is employed at the Centre for ...

    View Description

    • Authors: CHRISTOPHER JOHN OBRIEN
    • Date: Mar 2008
    • Competency: External Forces & Industry Knowledge
    • Publication Name: The Financial Reporter
    • Topics: Financial Reporting & Accounting>Fair value accounting
  • Valuation of Life Insurance Liabilities on a Market-Consistent Basis: Experience from the United Kingdom
    Correlations in ESGs. Life and Pensions (Oct.): 14–17. Diacon, Stephen R., Paul T. Fenn, and Christopher ... Other 7 7 7 7 Total 29 29 29 28 Tables 14 to 17 show the variation in put option prices by K for ...

    View Description

    • Authors: CHRISTOPHER JOHN OBRIEN
    • Date: Mar 2009
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Actuarial Practice Forum
    • Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>Fair value accounting