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Securitization of mortality risks in life annuities

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1001 ‎$0‎MAPA20080014094‎$a‎Lin, Yijia
24510‎$a‎Securitization of mortality risks in life annuities‎$c‎Yijia Lin, Samuel H. Cox
5208 ‎$a‎The 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
65001‎$0‎MAPA20080570590‎$a‎Seguro de vida
65001‎$0‎MAPA20080602437‎$a‎Matemática del seguro
65001‎$0‎MAPA20080562342‎$a‎Estadísticas
65001‎$0‎MAPA20080599300‎$a‎Tablas de mortalidad
65011‎$0‎MAPA20080555306‎$a‎Mortalidad
65001‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
65011‎$0‎MAPA20080603182‎$a‎Productos financieros
7001 ‎$0‎MAPA20080095376‎$a‎Cox, Samuel H.
7404 ‎$a‎The Journal of risk and insurance
7730 ‎$t‎The Journal of risk and insurance‎$d‎Orlando‎$g‎Volume 72, number 2, June 2005 ; p. 227-252