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Developing a framework for the use of discount rates in actuarial work ‐ Abstract of the London discussion

Published online by Cambridge University Press:  15 May 2012

Extract

This abstract relates to the following paper:

CowlingC.A., FranklandR., HailsR.T.G., KempM.H.D., LosebyR.L., OrrJ.B., and SmithA.D.Developing a framework for the use of discount rates in actuarial work ‐ Abstract of the London discussion. British Actuarial Journal, doi:10.1017/S1357321712000013

Type
Sessional meetings: papers and abstracts of discussions
Copyright
Copyright © Institute and Faculty of Actuaries 2012

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References

Cowling, C.A., Frankland, R., Hails, R.T.G., Kemp, M.H.D., Loseby, R.L., Orr, J.B., and Smith, A.D.Developing a framework for the use of discount rates in actuarial work. British Actuarial Journal, doi:10.1017/S1357321712000013Google Scholar
Wilkie A. D., Owen M. P., Waters H. R. (2005). Notes on Options, Hedging, Prudential Reserves and Fair Values. British Actuarial Journal, 11, 199312.CrossRefGoogle Scholar
Avrahampour Y. (2008). A Relational Theory of the Valuation and Management of UK Defined Benefit Pension Funds (1948–2008). Proceedings of the 2008 Meeting of the Academy of Management, 139Google Scholar