// Hacker Noon · 11 February 2026

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

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.

Hacker Noon

@hacker-noon · Solvency Ratio Technology

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