The effect of the nature of the liabilities on the solvency and maturity payouts of a UK life offce fund: a stochastic evaluation.

Angus Smith Macdonald, A Berketi

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)117-138
Number of pages22
JournalInsurance: Mathematics and Economics
Volume24
Publication statusPublished - 1999

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