7 Emergence and Discount

Pricing Multi-period Insurance Risk

Preface
1 Introduction
2 Background
3 Case Studies and Calculations
4 No Emergence and no Discount
5 Discount but no Emergence
6 Emergence but no Discount
7 Emergence and Discount
References

7 Emergence and Discount

Emergence with discount in a separable model

Bauer Zanjani methods

6 Emergence but no Discount

Source Code

# Emergence and Discount

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Bauer Zanjani methods