How to determine fair value for life insurance policies in a secondary market
In this study a methodological approach is presented on how transactions in the secondary market for life insurance policies can be fairly priced for both policyholders and life settlement companies. Monte Carlo simulation of mortality on a pool constructed based on actual data of 85 life settlement...
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| Format: | Others |
| Language: | English |
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Umeå universitet, Handelshögskolan vid Umeå universitet
2011
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-45168 |