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Continuous Valuation

Published online by Cambridge University Press:  03 October 2014

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Synopsis

By expressing the values of both liabilities and assets as it is possible to obtain the valuation surplus and its analysis not only at the end of the year but also at any time during the year. Practical forms of gi(t) are discussed and formulae for a continuous analysis of surplus are given.

Type
Research Article
Copyright
Copyright © Institute and Faculty of Actuaries 1969

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