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Modelling a with-profits life office

Published online by Cambridge University Press:  20 April 2012

M. D. Ross
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Extract

1.1 In this paper I intend to concentrate on the application of mathematics and the problems faced and (sometimes) solved by such application, rather than on the mathematics itself. That is not to belittle the mathematics in any way, and I would like to acknowledge at the start that the stochastic financial model which underlies the results given in this talk is based on Professor Wilkie's model as detailed in T.F.A.39, 341.

Type
Research Article
Information
Journal of the Institute of Actuaries , Volume 116 , Issue 3 , December 1989 , pp. 691 - 715
Copyright
Copyright © Institute and Faculty of Actuaries 1989

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