Life settlements and longevity structures : pricing and risk management
[Book]
/ Jim Aspinwall, Geoff Chaplin, Mark Venn
Chichester, U.K.
: Wiley
, 2009.
ix, 264 p.
: ill.
(Wiley finance)
Language: انگلیسی
Print
Includes bibliographical references (p. [259]-260) and index
Life insurance : primary and secondary markets -- Mortality and credit structures, valuation and risk -- Structured products and securitization -- Examples of LSP securitization : a principal protected fund -- Capital markets products : principal protection -- Structured financing : guaranteed loan repayment -- Life settlement derivatives -- Hedging.