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Market-Consistent Valuations of Life Insurance Business: The U.K. Experience
Market-Consistent ... 16. Option prices: 25-year term, by moneyness 17. Option prices: 35-year term, by moneyness 18. ... payout using “smoothing” and therefore change 17 of 80 ©2007 Society of Actuaries bonus rates ...- Authors: Chris O'Brien
- Date: Jul 2007
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting; Modeling & Statistical Methods; Public Policy