Securitization of Mortality Risks in Life Annuities

The purpose of this article is to study mortality-based securities, such as mortality bonds and swaps, and to price the proposed mortality securities. We focus on individual annuity data, although some of the modeling techniques could be applied to other lines of annuity or life insurance

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Year of publication:	2007
Authors:	Lin, Yijia ; Cox, Samuel H.
Publisher:	[S.l.] : SSRN
Subject:	Verbriefung \| Securitization \| Lebensversicherung \| Life insurance \| Sterblichkeit \| Mortality \| Risikomodell \| Risk model \| Leibrente \| Life annuity \| Altersvorsorge \| Retirement provision \| Private Altersvorsorge \| Private retirement provision \| Hypothek \| Mortgage
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of Risk & Insurance, Vol. 72, No. 2, pp. 227-252, June 2005 Volltext nicht verfügbar
Classification:	G22 - Insurance; Insurance Companies ; I12 - Health Production: Nutrition, Mortality, Morbidity, Substance Abuse and Addiction, Disability, and Economic Behavior
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014050833