Hostname: page-component-76fb5796d-9pm4c Total loading time: 0 Render date: 2024-04-29T19:52:55.877Z Has data issue: false hasContentIssue false
  • English
  • Français

Realistic Liabilities and Risk Capital Margins for With-Profits Business/The Realistic Reporting of With-Profits Business. Abstract of the Discussion

Published online by Cambridge University Press:  10 June 2011

Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Sessional meetings: papers and abstracts of discussions
Information
British Actuarial Journal , Volume 10 , Issue 2 , 01 June 2004 , pp. 294 - 316
Copyright
Copyright © Institute and Faculty of Actuaries 2004

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

IMF (2003). Financial asset price volatility: a source of instability? In International Monetary Fund Global Financial Stability Report, September 2003.Google Scholar
Hausler, G. (2003). The insurance industry, fair value accounting and systemic financial stability. IMF speech to the 30th General Assembly of the Geneva Association, London, 13 June 2003.Google Scholar
A global framework for insurer solvency assessment. Draft report of the Insurer Solvency Assessment Working Party, October 2003.Google Scholar
Muir, M.J. & Waller, R.M. (2003). Twin peaks: the enhanced capital requirement for realistic basis life firms. Paper presented to the Staple Inn Actuarial Society, 5 November 2003.Google Scholar
Elderton, W.P. & Rowell, A.H. (1925). Some approximations from valuation statistics. Journal of the Institute of Actuaries, 56, 263–288.CrossRefGoogle Scholar
Stochastic Accreditation Working Party (2004). Asset models in life assurance: views from the Stochastic Accreditation Working Party. British Actuarial Journal, 10, 153–165.Google Scholar
Wilkie, A.D., Waters, H.R. & Yang, S. (2003). Reserving, pricing and hedging for policies with guaranteed options. British Actuarial Journal, 9, 263–425 and 10, 101–152.CrossRefGoogle Scholar