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Using life extension-duration and life extension-convexity to value senior life settlement contracts
Stone, Charles A.; Zissu, Anne-Marie - In: The journal of alternative investments 11 (2008/09) 2, pp. 94-108
Persistent link: https://www.econbiz.de/10003778602
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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
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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
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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
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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