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Fair Valuation of Liabilities. Abstract of the Discussion held by the Institute of Actuaries

Published online by Cambridge University Press:  10 June 2011

Abstract

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Type
Sessional meetings: papers and abstracts of discussions
Copyright
Copyright © Institute and Faculty of Actuaries 2002

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References

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Klumpes, P.J.M. & Shackleton, M. (2000). Valuing the option to terminate life insurance business: theory and evidence. Journal of Banking and Finance, 25, 11791190.Google Scholar