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Discounting [2]

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Bullet points include: Discount rates in actuarial work Discount rates in financial reporting Allowing for liquidity in discount rates First part of presentation based on Cowling et. al. (2011) Developing a framework for the use of discount rates in actuarial work (2011) by Cowling, C.A., Frankland, R., Hails, R.T.G., Kemp, M.H.D., Loseby, R.L., Orr, J.B. and Smith, A.D.. Available at e.g. http://www.nematrian.com/presentationlibrary.aspx or summary here. Second part of presentation based on IAA (2013) Discount Rates in Financial Reporting (2013) by IAA (and Milliman). Purchasable e.g. here (N.B. a discounted price may apply if you are an IAA Section Member). Third part of presentation based on Kemp, M.H.D. (2009) Market Consistency: Model Calibration in Imperfect Markets. John Wiley and Sons. Purchasable e.g. here.

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