Hostname: page-component-78c5997874-94fs2 Total loading time: 0 Render date: 2024-11-10T15:43:26.182Z Has data issue: false hasContentIssue false

Developing a framework for the use of discount rates in actuarial work ‐ Abstract of the London discussion

Published online by Cambridge University Press:  15 May 2012

Extract

This abstract relates to the following paper:

CowlingC.A., FranklandR., HailsR.T.G., KempM.H.D., LosebyR.L., OrrJ.B., and SmithA.D.Developing a framework for the use of discount rates in actuarial work ‐ Abstract of the London discussion. British Actuarial Journal, doi:10.1017/S1357321712000013

Type
Sessional meetings: papers and abstracts of discussions
Copyright
Copyright © Institute and Faculty of Actuaries 2012

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Cowling, C.A., Frankland, R., Hails, R.T.G., Kemp, M.H.D., Loseby, R.L., Orr, J.B., and Smith, A.D.Developing a framework for the use of discount rates in actuarial work. British Actuarial Journal, doi:10.1017/S1357321712000013Google Scholar
Wilkie A. D., Owen M. P., Waters H. R. (2005). Notes on Options, Hedging, Prudential Reserves and Fair Values. British Actuarial Journal, 11, 199312.CrossRefGoogle Scholar
Avrahampour Y. (2008). A Relational Theory of the Valuation and Management of UK Defined Benefit Pension Funds (1948–2008). Proceedings of the 2008 Meeting of the Academy of Management, 139Google Scholar