[report]
American Academy of Actuaries
/ 2005
/ Recommended approach for setting regulatory risk-based capital requirements for variable annuities and similar products, Report
/ American Academy of Actuaries
[other]
CEIOPS
/ 2010
/ QIS 5 Risk-free interest rates-Extrapolation method
[report]
Conwill, S.
/ 2013
/ Dynamic lapse risk in an era of quantitative easing
/ Milliman
[journal]
Cox, J. C.
/ 1985
/ A theory of the term structure of interest rates
/ Econometrica
53
(2)
: 385~407
[book]
Hull, J. C.
/ 1997
/ Options, Futures, and other Derivatives
/ Prentice-Hall
[journal]
Hull, J.
/ 1990
/ Pricing Interest Rate Derivative Securities
/ The Review of Financial Studies
3
(4)
: 573~592
[confproc]
IASB(International Accounting Standards Board)
/ 2010
/ Insruance contracts - Policyholder Behavior
/ IASB/FASB Meeting Agenda 6C
[other]
IASB(International Accounting Standards Board)
/ 2010
/ Insurance Contracts Exposure Draft
[other]
IASB(International Accounting Standards Board)
/ 2010
/ Insurance Contracts, Basis for Conclusions, Exposure Draft
[other]
IASB(International Accounting Standards Board)
/ 2013
/ Revised Insurance Contracts Exposure Draft
[other]
IASB(International Accounting Standards Board)
/ 2013
/ Insurance Contracts, Basis for Conclusions, Exposure Draft
[other]
IASB(International Accounting Standards Board)
/ 2015
/ Insruance contracts cover note: IASB Agenda ref 2 Staff paper
[book]
IAA(International Actuarial Association)
/ 2010
/ Stochastic Modeling Theory and Reality from an Actuarial Perspective
/ IAA
[journal]
Vasicek, O.
/ 1977
/ An equilibrium characterization of the term structure
/ Journal of Financial Economics
5
: 177~188
[other]
Xue, Y.
/ 2010
/ Interactions Between Dynamic Lapses and Interest Rates in Stochastic Modeling
/ Product Matters, The Society of Actuary, Issue 77
: 8~12