Colección: ArtículosTítulo: Securitization of mortality risks in life annuities / Yijia Lin, Samuel H. CoxAutor: Lin, YijiaNotas: 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 insuranceRegistros relacionados: En: The Journal of risk and insurance. - Orlando. - Volume 72, number 2, June 2005 ; p. 227-252Materia / lugar / evento: Seguro de vidaMatemática del seguroEstadísticasTablas de mortalidadMortalidadCálculo actuarialProductos financierosAutores secundarios: Cox, Samuel H. Títulos secundarios: Título: The Journal of risk and insurance Otras clasificaciones: 341Derechos: In Copyright (InC): http://rightsstatements.org/vocab/InC/1.0/ Ver detalle del número
