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Maturity (and Other) Guarantees Under Unit Linked Policies

Published online by Cambridge University Press:  03 October 2014

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Extract

1. These notes were written after Scott's Faculty paper “A Reserve Basis for Maturity Guarantees in Unit-Linked Life Assurance”, discussed on 17th January 1977, but before Corby's Institute note “Reserves for Maturity Guarantees Under Unit-Linked Policies”, discussed on 28th March 1977; they are a kind of extended written contribution to the first paper.

Type
Research Article
Copyright
Copyright © Institute and Faculty of Actuaries 1977

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References

1.Scott, W. F.A reserve basis for maturity guarantees in unit-linked life assurance. T.F.A., 35, p. 365.Google Scholar
2.Corby, F. B.Reserves for maturity guarantees under unit-linked policies. J.I.A., 104, p. 259.Google Scholar
3.Benjamin, S.Maturity guarantees for equity-linked policies. Transactions 20th I.C.A., Vol. 1, p. 17.Google Scholar
4.Wilkie, A. D.The rate of interest as a stochastic process—Theory and applications. Transactions 20th I.C.A., Vol. 1, p. 325.Google Scholar