Reserving, Pricing and Hedging for Policies with Guaranteed Annuity Options. Reserving for Annuity Guarantees: Reference Paper for the Discussion

Autor:	M. J. Bolton, Sharon S. Yang, C. M. George, H. R. Waters, A. J. Whitehouse, V. P. Knowles, P. A. Collis, A. D. Wilkie, D. H. Carr
Rok vydání:	2004
Předmět:	Statistics and Probability Economics and Econometrics Actuarial science Annuity (American) Financial economics Life annuity Economics Statistics Probability and Uncertainty
Zdroj:	British Actuarial Journal. 10:101-130
ISSN:	2044-0456 1357-3217
DOI:	10.1017/s1357321700004566
Popis:	This report, which was sponsored by the Life Board of the Faculty and Institute of Actuaries, was originally published in November 1997.Because it is referred to several times in the paper ‘Reserving, Pricing and Hedging for Policies with Guaranteed Annuity Options’, and in the discussions of the paper, and because it is not easily accessible elsewhere, it is printed here as a background paper for reference.
Databáze:	OpenAIRE
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