Búsqueda

Securitization of mortality risks in life annuities

Fichero PDF / PDF file
MAP20071506977
Lin, Yijia
Securitization of mortality risks in life annuities / Yijia Lin, Samuel H. Cox
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
En: The Journal of risk and insurance. - Orlando. - Volume 72, number 2, June 2005 ; p. 227-252
1. Seguro de vida . 2. Matemática del seguro . 3. Estadísticas . 4. Tablas de mortalidad . 5. Mortalidad . 6. Cálculo actuarial . 7. Productos financieros . I. Cox, Samuel H. . II. Título. III. Título: The Journal of risk and insurance.