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A Market-Based Approach to Pricing With-Profits Guarantees

D.J.P. Hare, J.A. Dickson, P.A.P. McDade, D. Morrison, R.P. Priestley and G.J. Wilson

British Actuarial Journal, 2000, vol. 6, issue 4, 721-735

Abstract: The text of this paper, together with the abstract of the discussion held by the Faculty of Actuaries on 15 November 1999, are printed in British Actuarial Journal, 6, I, 143-213.

Date: 2000
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