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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