Life settlements and longevity structures : pricing and risk management / Jim Aspinwall, Geoff Chaplin, and Mark Venn
Imprint
Hoboken, NJ : Wiley, 2009
Descript
264 p. cm
CONTENT
Life insurance : primary and secondary markets -- Mortality and credit structures, valuation and risk -- Structured products and securitization -- Examples of lSP securitization : a principle protected fund -- Capital markets products : principal protection -- Structured financing : guaranteed loan repayment -- Life settlement derivatives