Securitization of mortality risks in life annuities

<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/MARC21/slim http://www.loc.gov/standards/marcxml/schema/MARC21slim.xsd">
  <record>
    <leader>00000nab a2200000 i 4500</leader>
    <controlfield tag="001">MAP20071506977</controlfield>
    <controlfield tag="003">MAP</controlfield>
    <controlfield tag="005">20080418125327.0</controlfield>
    <controlfield tag="007">hzruuu---uuuu</controlfield>
    <controlfield tag="008">050711e20050601usa||||    | |00010|eng d</controlfield>
    <datafield tag="040" ind1=" " ind2=" ">
      <subfield code="a">MAP</subfield>
      <subfield code="b">spa</subfield>
    </datafield>
    <datafield tag="084" ind1=" " ind2=" ">
      <subfield code="a">341</subfield>
    </datafield>
    <datafield tag="100" ind1="1" ind2=" ">
      <subfield code="0">MAPA20080014094</subfield>
      <subfield code="a">Lin, Yijia</subfield>
    </datafield>
    <datafield tag="245" ind1="1" ind2="0">
      <subfield code="a">Securitization of mortality risks in life annuities</subfield>
      <subfield code="c">Yijia Lin, Samuel H. Cox</subfield>
    </datafield>
    <datafield tag="520" ind1="8" ind2=" ">
      <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>
    </datafield>
    <datafield tag="650" ind1="0" ind2="1">
      <subfield code="0">MAPA20080570590</subfield>
      <subfield code="a">Seguro de vida</subfield>
    </datafield>
    <datafield tag="650" ind1="0" ind2="1">
      <subfield code="0">MAPA20080602437</subfield>
      <subfield code="a">Matemática del seguro</subfield>
    </datafield>
    <datafield tag="650" ind1="0" ind2="1">
      <subfield code="0">MAPA20080562342</subfield>
      <subfield code="a">Estadísticas</subfield>
    </datafield>
    <datafield tag="650" ind1="0" ind2="1">
      <subfield code="0">MAPA20080599300</subfield>
      <subfield code="a">Tablas de mortalidad</subfield>
    </datafield>
    <datafield tag="650" ind1="1" ind2="1">
      <subfield code="0">MAPA20080555306</subfield>
      <subfield code="a">Mortalidad</subfield>
    </datafield>
    <datafield tag="650" ind1="0" ind2="1">
      <subfield code="0">MAPA20080579258</subfield>
      <subfield code="a">Cálculo actuarial</subfield>
    </datafield>
    <datafield tag="650" ind1="1" ind2="1">
      <subfield code="0">MAPA20080603182</subfield>
      <subfield code="a">Productos financieros</subfield>
    </datafield>
    <datafield tag="700" ind1="1" ind2=" ">
      <subfield code="0">MAPA20080095376</subfield>
      <subfield code="a">Cox, Samuel H.</subfield>
    </datafield>
    <datafield tag="740" ind1="4" ind2=" ">
      <subfield code="a">The Journal of risk and insurance</subfield>
    </datafield>
    <datafield tag="773" ind1="0" ind2=" ">
      <subfield code="t">The Journal of risk and insurance</subfield>
      <subfield code="d">Orlando</subfield>
      <subfield code="g">Volume 72, number 2, June 2005 ;  p. 227-252</subfield>
    </datafield>
  </record>
</collection>