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

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A market-consistent framework for valuing profit-participating life insurance under Solvency II, combining interest rate modeling and FDB bounds.
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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.