The effect of the nature of the liabilities on the solvency and maturity payouts of a UK life office fund: A stochastic evaluation

DOI10.1016/S0167-6687(98)00043-2zbMath0939.91058MaRDI QIDQ1293819

Angus S. Macdonald, Alexander K. Berketi

Publication date: 29 June 1999

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Mathematics Subject Classification ID

Related Items (1)

Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement

Cites Work

• Current Actuarial Modeling Practice and Related Issues and Questions

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