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The Fair Valuation Problem of Guaranteed Annuity Options: The Stochastic Mortality Environment Case (Actuarial Research Report)

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ON A FAIR VALUE MODEL FOR PARTICIPATING LIFE INSURANCE POLICIES

by: shinta, 11 pages

The aim of this paper is to analyze both the term structure of interest and mortality rates role for evaluating a fair value of a life insurance business. In particular, a fair value ...

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