Valuing Profit-Participating Life Insurance Liabilities in a Solvency II Framework

This story was originally published on HackerNoon at: https://hackernoon.com/valuing-profit-participating-life-insurance-liabilities-in-a-solvency-ii-framework. A market-consistent framework for valuing profit-participating life insurance under Solvency II, combining interest rate modeling and FDB bounds. Check more stories related to finance at: https://hackernoon.com/c/finance. You can also check exclusive content about #insurance-regulation, #market-consistent-valuation, #solvency-ii, #actuarial-modeling, #mean-field-libor-market-model, #asset-liability-management, #monte-carlo-valuation, #stochastic-interest-rate-model, and more. This story was written by: @solvency. Learn more about this writer by checking @solvency's about page, and for more stories, please visit hackernoon.com. This paper presents a market-consistent framework for valuing profit-participating life insurance under Solvency II, combining mean-field interest rate modeling, asset-liability management, and computable bounds for future discretionary benefits.