Securitization of mortality risks in life annuities

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<title>Securitization of mortality risks in life annuities</title>
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<title>The Journal of risk and insurance</title>
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<namePart>Lin, Yijia</namePart>
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<namePart>Cox, Samuel H.</namePart>
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<dateIssued encoding="marc">2005</dateIssued>
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<abstract>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</abstract>
<note type="statement of responsibility">Yijia Lin, Samuel H. Cox</note>
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<topic>Seguro de vida</topic>
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<topic>Matemática del seguro</topic>
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<topic>Estadísticas</topic>
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<topic>Tablas de mortalidad</topic>
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<topic>Mortalidad</topic>
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<topic>Cálculo actuarial</topic>
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<identifier type="local">MAP20077000727</identifier>
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<text>Volume 72, number 2, June 2005 ;  p. 227-252</text>
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