Monte Carlo simulation approaches to the valuation and risk management of unit-linked insurance products with guarantees
With the introduction of the Solvency II regulatory framework, insurers face the challenge of managing the risk arising from selling unit-linked products on the market. In this thesis two approaches to this problem are considered: Firstly, an insurer could project the value of their liabilities to s...
| Main Author: | |
|---|---|
| Other Authors: | |
| Published: |
Heriot-Watt University
2012
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.575292 |