On the Reserving for Unit-linked Policy with Stochastic Interest and Simulation

Reserving for segregated fund insurance contracts are difference from traditional actuarial method. In this paper, based on the cash flow projection for a kind of unit-linked policy, we discuss the reserving for it with stochastic environment, then giving a simulation and calculation of numerical example. The method and case dealing with in this paper are more correspond with practice and can be used in profit testing or sensitivity analysis.