Hostname: page-component-78c5997874-4rdpn Total loading time: 0 Render date: 2024-11-10T15:30:47.975Z Has data issue: false hasContentIssue false
  • English
  • Français

Market Consistent Valuation of Life Assurance Business. Abstract of the Discussion

Published online by Cambridge University Press:  10 June 2011

Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Sessional meetings: papers and abstracts of discussions
Information
British Actuarial Journal , Volume 10 , Issue 3 , 01 August 2004 , pp. 606 - 626
Copyright
Copyright © Institute and Faculty of Actuaries 2004

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

IASB (2003). Minutes of the Board Meeting on International Financial Reporting Standards, 18-19 November 2003.Google Scholar
Creedon, S. et al. (2003). Risk and capital assessment and supervision of financial firms. Interim working party report, presented to the Finance and Investment Conference on 23 June 2003, and to the Life Convention, 11 November 2003.Google Scholar
Hare, D.J.P. et al. (2003). The realistic reporting of with-profits business. British Actuarial Journal, 10, 223–293.CrossRefGoogle Scholar
Booth, P.M. & Marcato, G. (2004). The measurement and modelling of commercial real estate performance. British Actuarial Journal, 10, 5–73.CrossRefGoogle Scholar
Geske, R. (1977): The valuation of corporate liabilities as compound options. Journal of Financial and Quantitative Analysis, 541–552.CrossRefGoogle Scholar
Hodges, S.D. & Selby, M.J. (1987). On the evaluation of compound options. Management Science, 33(3), 347–355.Google Scholar
Rubinstein, (1991). Double trouble. Risk Magazine, 5(1).Google Scholar
Dullaway, D.W. & Needleman, P.D. (2004). Realistic liabilities and risk capital margins for with-profits business. British Actuarial Journal, 10, 185–316.CrossRefGoogle Scholar
Clarkson, R.S. (1979). A mathematical model for the gilt-edged market. Journal of the Institute of Actuaries, 106, 85–148.CrossRefGoogle Scholar