Market Value of Insurance Liabilities: Reconciling the Actuarial Appraisal and Option Pricing Methods [Author's Reply]

Link
http://www.soa.org/library/journals/north-american-actuarial-journal/2000/january/naaj0001_3.pdf
Abstract
[Author's Reply begins on page 30 of PDF.]
Volume
4:1
Page
30-32
Year
2000
Categories
Financial and Statistical Methods
Asset and Econometric Modeling
Asset Classes
Other Securities
Actuarial Applications and Methodologies
Accounting and Reporting
Annual Statement
Actuarial Applications and Methodologies
Valuation
Fair Value
Actuarial Applications and Methodologies
Accounting and Reporting
Fair Value
Publications
North American Actuarial Journal
Authors
Luke N Girard