Securitization of mortality risks in life annuities

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      <subfield code="a">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</subfield>
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      <subfield code="g">Volume 72, number 2, June 2005 ;  p. 227-252</subfield>
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