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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 Research report that investigates the challenges associated with determining a fair value assessment for embedded ...- Authors: Timothy Hill, Dale Visser, Ricardo Trachtman
- Date: Oct 2008
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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