Mortality-Linked Securities and Derivatives

نویسندگان

  • Enrico Biffis
  • David Blake
  • ENRICO BIFFIS
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Securitization of Catastrophe Mortality Risks

Securitization with payments linked to explicit mortality events provides a new investment opportunity to investors and financial institutions. Moreover, mortalitylinked securities provide an alternative risk management tool for insurers. As a step toward understanding these securities, we develop an asset pricing model for mortality-based securities in an incomplete market framework with jump ...

متن کامل

Living with Mortality: Longevity Bonds and Other Mortality-linked Securities

This paper addresses the problem of longevity risk ö the risk of uncertain aggregate mortality ö and discusses the ways in which life assurers, annuity providers and pension plans can manage their exposure to this risk. In particular, it focuses on how they can use mortalitylinked securities and over-the-counter contracts ö some existing and others still hypothetical ö to manage their longevity...

متن کامل

Pricing Mortality Securities with Correlated Mortality Indexes

This article proposes a stochastic model, which captures mortality correlations across countries and common mortality shocks, for analyzing catastrophe mortality contingent claims. To estimate our model, we apply particle filtering, a general technique that has wide applications in non-Gaussian and multivariate jump-diffusion models and models with nonanalytic observation equations. In addition...

متن کامل

Optimal Portfolios with Defaultable Securities A Firm Value Approach

Credit risk is an important issue of current research in finance. While there is a lot of work on modelling credit risk and on valuing credit derivatives there is no work on continuous-time portfolio optimization with defautable securities. Therefore, in this paper we solve investment problems with defautable bonds and stocks. Besides, our approach can be applied to portfolio problems, where th...

متن کامل

Survivor Swaps

This paper discusses the possible uses of survivor swaps as instruments for managing, hedging and trading mortality-dependent risks. Survivor swaps are attractive instruments for insurance companies that need to manage their mortality risks, but also offer banks, securities firms, hedge funds and other interested parties an easy avenue into the acquisition of mortality risk exposure. The paper ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2008