Sección: Documentos electrónicosTítulo: 2nd International Longevity Risk and Capital Market Solutions Symposium 24 april 2006, ChicagoAutor: International Longevity Risk and Capital Market Solutions Symposium (2nd. 2006. Chicago) (2nd: 2006: Chicago)Publicación: Geneva : International Association for the Study of Insurance Economics, 2006Descripción física: Pag. var. ; 30 cm.Serie: (Études et dossiers ; 317)Notas: Pensions, risks and capital markets -- Demographic issues in longevity risk analysis -- The political economy of government issued longevity bonds -- Pricing life securitizations and their place in optimal ILS portfolios -- Securitization of life insurance assets and liabilities -- Annuitization lessons from the UK : money-back annuities and other developments -- Longevity bonds : construction, valuation and use -- Longevity-mortaliy index trading : from theory to practice -- Killing the law of large numbers : financial valuation of mortality risk via the instantaneous sharpe ratio -- Multivariate exponential tilting and pricing implications for mortality securitization -- A two-factor model for stochastic mortality with parameter uncertaintyMateria / lugar / evento: MortalidadEnvejecimiento de la poblaciónAnálisis de riesgosMercado de segurosPlanes de pensionesSeguro de personasLongevidadSerie secundaria: Études et dossiers ; 317Otras clasificaciones: 34Derechos: In Copyright (InC)
