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Measuring and Managing the Economic Risks and Costs of With-Profits Business. Abstract of the Discussion held by the Faculty of Actuaries

Published online by Cambridge University Press:  10 June 2011

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Abstract

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Type
Sessional meetings: papers and abstracts of discussions
Information
British Actuarial Journal , Volume 9 , Issue 4 , 01 October 2003 , pp. 778 - 786
Copyright
Copyright © Institute and Faculty of Actuaries 2003

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References

Hairs, C. J., Belsham, D. J., Bryson, N. M., George, C. M., Hare, D. J. P., Smith, D.A. & Thompson, S. (2002). Fair valuation of liabilities. British Actuarial Journal, 8, 203–340.CrossRefGoogle Scholar
Wilkie, A. D., Waters, H. R. & Yang, S. (2003). Reserving, pricing and hedging for policies with guaranteed annuity options. British Actuarial Journal, 9, 263–425.CrossRefGoogle Scholar
Ford, A., Benjamin, S., Gillespie, R. G., Hager, D. P., Loades, D. H., Rowe, B. N., Ryan, J. P., Smith, P. & Wilkie, A. D. (1980). Report of the Maturity Guarantees Working Party. Journal of the Institute of Actuaries, 107, 103–212.Google Scholar