Relatives of a Canadian man beheaded by Islamic militants in the Philippines say they agree with Canada's policy of not paying ransom for hostages.

Robert Hall had been held hostage by the militant Abu Sayyaf group since September 2015 and was beheaded this week after a deadline for a ransom payment passed.

Hall's family said Tuesday in a statement that every option to free him was considered and efforts to that end were "vast and exhaustive."

In the end, the family says it agrees with Prime Minister Justin Trudeau's directive that money not be paid to hostage takers who seek to undermine fundamental Canadian values.

The family says it will remember Hall, who was born in 1949, as a self-made man who worked his entire life to raise his family above the hardships of his own youth.