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q-fin.RM2021
On the decomposition of an insurer's profits and losses
Marcus C. Christiansen
Current reporting standards for insurers require a decomposition of observed profits and losses in such a way that changes in the insurer's balance sheet can be attributed to speci…
q-fin.RM2021
A General Surplus Decomposition Principle in Life Insurance
Julian Jetses, Marcus C. Christiansen
In with-profit life insurance, the prudent valuation of future insurance liabilities leads to systematic surplus that mainly belongs to the policyholders and is redistributed as bo…