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Risk-Neutral Pricing for Insurance Contracts
Risk-Neutral Pricing for Insurance Contracts This article discusses the pricing of life insurance contracts in the risk-neutral world. Specifically it deals with three aspects: 1 the motivation ...- Authors: Stephen Britt
- Date: Feb 2001
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Life Insurance>Pricing - Life Insurance
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Expected Returns on Indexed Credits
Expected Returns on Indexed Credits Proposes alternatives for estimating the long term interest returns in Indexed Universal Life products. Defends expected return of 20%-45% on hedge budgets.- Authors: Gary Hatfield
- Date: Aug 2017
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Actuarial Profession>Professional associations; Finance & Investments>Derivatives; Life Insurance>Universal life; Life Insurance>Marketing and distribution - Life Insurance
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Deflators - The Solution to a Stochastic Conundrum?
Deflators - The Solution to a Stochastic Conundrum? As stochastic modeling has evolved, it has divided down two paths—real-world and risk-neutral. This article discusses this division and shows ...- Authors: Don Wilson
- Date: Jul 2004
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Life Insurance; Modeling & Statistical Methods>Stochastic models