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Valuation of Individual Investment-Linked Policies

Published online by Cambridge University Press:  03 October 2014

A. S. Brown ,
A. Ford ,
P. A. C. Seymour ,
R. J. Squires  and
F. R. Wales
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Synopsis

The authors are the members of a Working Party which was set up by the Councils of the Faculty and the Institute and whose terms of reference included the following:

1. To consider appropriate methods of valuation for individual investment-linked contracts having regard, inter alia, to the proposed rules for valuing long-term business liabilities.

2. To recommend revisions to the proposed rules or interpretations, as appropriate, to cope with the special problems of investment-linked business.

This paper presents the results of their investigations and includes consideration of the Returns to be made to the Department of Trade.

Type
Research Article
Information
Transactions of the Faculty of Actuaries , Volume 36 , 1977 , pp. 343 - 398
Copyright
Copyright © Institute and Faculty of Actuaries 1977

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References

References

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