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~person:"Stone, Charles A."
~subject:"Bond"
~subject:"Hedging"
~subject:"Life insurance"
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Bond
Hedging
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Lebensversicherung
14
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Stone, Charles A.
Gatzert, Nadine
51
Sherris, Michael
40
Gründl, Helmut
35
Schmeiser, Hato
31
Koijen, Ralph S. J.
30
Mitchell, Olivia S.
29
Yogo, Motohiro
29
Chen, An
28
Kotlikoff, Laurence J.
24
Albrecht, Peter
20
Maurer, Raimond
20
Adams, Michael B.
19
Fang, Hanming
19
Pitacco, Ermanno
19
Blake, David
18
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17
Hanewald, Katja
16
Brown, Jeffrey R.
15
Dhaene, Jan
15
Eling, Martin
15
Haberman, Steven
15
Olivieri, Annamaria
15
Rogalla, Ralph
15
Bauer, Daniel
14
Grosen, Anders
14
Heijdra, Ben J.
14
Hieber, Peter
14
Keneley, Monica
14
Løchte Jørgensen, Peter
14
Milevsky, Moshe Arye
14
Bacinello, Anna Rita
13
Bohnert, Alexander
13
Gokhale, Jagadeesh
13
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13
Zissu, Anne-Marie
13
Ziveyi, Jonathan
13
Christiansen, Marcus C.
12
Feng, Runhuan
12
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12
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The journal of structured finance
7
Life markets : trading mortality and longevity risk with life settlements and linked securities
2
Applied financial economics letters
1
Journal / The Capco Institute : journal of financial transformation
1
Risk management and insurance review
1
The journal of alternative investments
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
14
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1
The shock of COVID-19 and the shock of rapid vaccine development on the value of senior life settlement contracts
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
Risk management and insurance review
26
(
2023
)
3
,
pp. 393-406
Persistent link: https://www.econbiz.de/10014427202
Saved in:
2
Life settlement value profiles across different death rate distributions
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
The journal of structured finance
24
(
2018
)
3
,
pp. 100-110
Persistent link: https://www.econbiz.de/10011951107
Saved in:
3
New findings on older people's life expectancies confirm Gompertz Law : the impact on the value of securitized life settlements
Gavrilov, Leonid A.
;
Gavrilova, Natalia S.
;
Stone, …
- In:
The journal of structured finance
20
(
2014/15
)
2
,
pp. 66-73
Persistent link: https://www.econbiz.de/10010405038
Saved in:
4
The effect of probabilistic and stochastic valuations versus a deterministic valuation of securitized senior life settlements on the level of liquidity facility
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
The journal of structured finance
18
(
2012
)
1
,
pp. 137-143
Persistent link: https://www.econbiz.de/10009553630
Saved in:
5
The asset and liability sides of senior life settlements
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
The journal of structured finance
16
(
2011
)
4
,
pp. 69-76
Persistent link: https://www.econbiz.de/10008901900
Saved in:
6
Securitization of financial asset/liability products with longevity risk
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
Journal / The Capco Institute : journal of financial …
30
(
2010
),
pp. 89-91
Persistent link: https://www.econbiz.de/10008938816
Saved in:
7
Using life extension-duration and life extension-convexity to value senior life settlement contracts
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
Life markets : trading mortality and longevity risk …
,
(pp. 109-134)
.
2009
Persistent link: https://www.econbiz.de/10003884741
Saved in:
8
The risks of a securitized portfolio of senior life settlement contracts
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
Life markets : trading mortality and longevity risk …
,
(pp. 163-177)
.
2009
Persistent link: https://www.econbiz.de/10003884745
Saved in:
9
Delta hedging IO securities backed by senior life settlements
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
The journal of structured finance
15
(
2009
)
2
,
pp. 93-100
Persistent link: https://www.econbiz.de/10003873227
Saved in:
10
The supply and demand for life settlement contracts
Stone, Charles A.
- In:
The journal of structured finance
15
(
2009
)
2
,
pp. 101-111
Persistent link: https://www.econbiz.de/10003873229
Saved in:
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