The effect of the nature of the liabilities on the solvency and maturity payouts of a UK life office fund: a stochastic evaluation
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References listed on IDEAS
- Wilkie, A.D., 1995. "More on a Stochastic Asset Model for Actuarial Use," British Actuarial Journal, Cambridge University Press, vol. 1(05), pages 777-964, December.
- Needleman, P.D. & Roff, T.A., 1995. "Asset Shares and their Use in the Financial Management of a With-Profits Fund," British Actuarial Journal, Cambridge University Press, vol. 1(04), pages 603-688, October.
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- Gatzert, Nadine, 2008. "Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 839-849, April.
- Berketi, Alexandra K., 1999. "Insolvency risk and its impact on the policyholders' investment choices: a mean-variance approach for participating life insurance business in UK," Insurance: Mathematics and Economics, Elsevier, vol. 25(3), pages 349-372, December.
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