Valuation of policyholder dividends in a market-consistent framework (Working Paper)
11 June 2012
This report introduces modeling practices currently observed in France, Italy, and Japan in order to illustrate various issues that many companies are facing when modeling policyholder dividends under a market-consistent framework.
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Christophe Vallet
Takahiro Kinoshita
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Valuation of policyholder dividends in a market-consistent framework (Working Paper)
This report introduces modeling practices currently observed in France, Italy, and Japan in order to illustrate various issues that many companies are facing when modeling policyholder dividends under a market-consistent framework.
Aldo Balestreri, Luca Cavaliere, Christophe Vallet, Takanori Hoshino, Takahiro Kinoshita