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Reserving, Pricing and Hedging for Policies with Guaranteed Annuity Options. Abstract of the Discussion held by the Institute of Actuaries

Published online by Cambridge University Press:  10 June 2011

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Abstract

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Type
Sessional meetings: papers and abstracts of discussions
Information
British Actuarial Journal , Volume 10 , Issue 1 , 01 April 2004 , pp. 131 - 152
Copyright
Copyright © Institute and Faculty of Actuaries 2004

References

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Wilkie, A. D. (1986). Some applications of stochastic investment models. Journal of the Institute of Actuaries Students Society, 29, 25–51.Google Scholar
Maccaulay, F. R. (1938). Some theoretical problems suggested by the movements of interest rates, bond yields and stock prices in the United States since 1856. National Bureau of Economic Research, New York. Reprinted by UMI Books on Demand, 2000.Google Scholar