Gross premium Valuation

Hi,

Can anyone tell me how to perform a Gross premium valuation using discounted cashflow approach?

Do I have to consider bothe the interst and mortality factors when discounting the cashflows?

Thanks.

 

Your question wording is a little loose.

A gross premium valuation uses a formula based approach (ie annuity, assurance factors). This is distinct from a discounted cashflow approaches that requires all casflow items to be projected forward.

So what method are you after exactly? It is unlikely that you will obtain the level of detail you are (likely to be!) after and so are probably best asking a colleague?!

 

I'm after discounted cashflow approach.