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Risk-adjusted pricing: Risk-neutral, real-world, or does it matter?
(or profit in pricing concept). t raditionally, U.S. actuaries have relied on real-world profit measures ... includ- ing uncertainties related to lapses, mortality/longevity, Illustration1: Risk-neutral pricing ...- Authors: Seng Siang Goh
- Date: Oct 2013
- Competency: Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Product Matters!
- Topics: Finance & Investments>Economic capital; Life Insurance>Pricing - Life Insurance; Life Insurance>Product development - Life Insurance