Securitization of mortality risks in life annuities

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Collection: Articles
Title: Securitization of mortality risks in life annuities / Yijia Lin, Samuel H. Cox
Author: Lin, Yijia
Notes: 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
Related records: En: The Journal of risk and insurance. - Orlando. - Volume 72, number 2, June 2005 ; p. 227-252
Materia / lugar / evento: Seguro de vida Matemática del seguro Estadísticas Tablas de mortalidad Mortalidad Cálculo actuarial Productos financieros
Other authors: Cox, Samuel H.
Secondary titles: Título: The Journal of risk and insurance
Other categories: 341
Rights: In Copyright (InC): http://rightsstatements.org/vocab/InC/1.0/
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