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Estimation of Future Discretionary Benefits (FDB) in Traditional Life Insurance
uploaded June 30, 2023
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CPD
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Description:
In the context of life insurance with profit participation, the future discretionary benefits (FDB), which are a central item for Solvency II reporting, are generally calculated by computationally expensive Monte Carlo algorithms. We derive analytic formulas to estimate lower and upper bounds for the FDB. The method is designed for real world applications, and examples involving public and anonymized confidential reporting data will be provided in this live webinar discussion.
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LIFE
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content2023
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