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Stochastic Pricing for Embedded Options in Life Insurance and Annuity Products
Stochastic Pricing for Embedded Options in Life Insurance and Annuity Products The research investigates the challenges associated with determining a “fair value” assessment for embedded options ...- Authors: Society of Actuaries, Timothy Hill, Dale Visser, Ricardo Trachtman
- Date: Oct 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models