LA GESTION DU RISQUE DU TAUX D’INTERET POUR LES CONTRATS D’ASSURANCE VIE
RISK MANAGEMENT OF INTEREST RATE FOR THE CONTRACTS Of INSURANCE LIFE

Summary/Abstract: When pricing a life insurance we have to choose the hypotheses on the mortality and on the future evolution of the interest rates. A small variation of the interest rate has a greater impact on the actual value of a life insurance contract then a small variation of the mortality. The paper treats the evolution of the modalities of managing the risk of interest rate, the advantages and disadvantages of each method.

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