volume 8, issue 5, P905-915 2002
DOI: 10.1017/s1357321700004001
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M. Shelley, M. Arnold, P. D. Needleman

Abstract: The text of this paper, together with the abstract of the discussion held by the Institute of Actuaries on 25 February 2002, are printed in British Actuarial Journal, 8, IV, 705-755.