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Modelling and valuation of guarantees in with-profit and unitised with-profit life insurance contracts

Haberman, S., Ballotta, L. and Wang, N. (2003). Modelling and valuation of guarantees in with-profit and unitised with-profit life insurance contracts (Report No. Actuarial Research Paper No. 146). London, UK: Faculty of Actuarial Science & Insurance, City University London.

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