Life Settlements and Longevity Structures : Pricing and Risk Management

Recent turbulence in the financial markets has highlighted the need for diversified portfolios with lower correlations between the different investments. Life settlements meet this need, offering investors the prospect of high, stable returns, uncorrelated with the broader financial markets. This book provides readers of all levels of experience with essential information on the process surrounding the acquisition and management of a portfolio of life settlements; the assessment, modelling and mitigation of the associated longevity, interest rate and credit risks; and practical approaches to

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Year of publication:	2011
Authors:	Chaplin, Geoff
Other Persons:	Aspinwall, Jim (contributor) ; Venn, Mark (contributor)
Publisher:	Hoboken : John Wiley & Sons, Ltd
Subject:	Lebensversicherung \| Life insurance \| Sterblichkeit \| Mortality \| Risikomanagement \| Risk management
Description of contents:	Table of Contents [gbv.de]

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Extent:	Online-Ressource (402 p.)
Series:	Wiley finance
Type of publication:	Book / Working Paper
Language:	English
Notes:	Description based upon print version of record Dedication; Title Page; Copyright Page; Introduction; Chapter 1 - Life Insurance: Primary and Secondary Markets; Chapter 2 - Mortality and Credit Structures, Valuation and Risk; Chapter 3 - Structured Products and Securitization; Chapter 4 - Examples of LSP Securitization: Principal Protected Fund; Chapter 5 - Capital Markets Products: Principal Protection; Chapter 6 - Structured Financing: Guaranteed Loan Repayment; Chapter 7 - Life Settlement Derivatives; Chapter 8 - Hedging; Appendix; Bibliography; Index;
ISBN:	978-0-470-74194-8 ; 978-0-470-74689-9 ; 978-0-470-74194-8
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012676397