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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 ...
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Description: Research report that investigates the challenges associated with determining a fair value assessment for embedded options in two product types, explains period-to-period changes in value and discusses incorporating these values into financial projections and product pricing.
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- 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