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Calculating PVFP - Swiss Life Example

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  • Calculating PVFP - Swiss Life Example

    I'm trying to figure out how to compute particular elements of MCEV (or EV), in particular PVFP. I came accross this paper by Swisslife, entitled "On the calculation of Embedded Value", where they give a detailed example of how to do that (page 17). The way the example is structured suggests that the interested reader could replicate the results, however I am not able to do that. I would very much be interested if there is anyone here who can and could enlighten me in this matter (on the sidenote I think that it is quite a nice brainteaser ).

    The paper pops out in top three google search results, however here is the link



    Thanks in advance!
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