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Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies

Anders Grosen () and Peter Jørgensen ()

Insurance: Mathematics and Economics, 2000, vol. 26, issue 1, 37-57

Date: 2000
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Insurance: Mathematics and Economics is currently edited by R. Kaas, Hansjoerg Albrecher, M. J. Goovaerts and E. S. W. Shiu

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