This book presents a market-consistent valuation framework for
implicit embedded options in life insurance contracts. This
framework is used to perform an empirical analysis based on more
than 110,000 actual and in-force life insurance policies and with a
focus on the modeling of interest rates. Its results are the answer
to the central question posed in the objectives: What value do the
embedded options and guarantees considered have? This question is
answered both absolutely and relative to the current policy
reserves, from the perspective of the insurer, the policyholder and
the shareholder respectively
General
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