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Aspinwall, Jim.

Life settlements and longevity structures : pricing and risk management / Jim Aspinwall, Geoff Chaplin, Mark Venn. - Chichester, England : Wiley, 2009. - ix, 264 p. : ill. ; 26 cm. - Wiley finance series .

Includes bibliographical references (p. [259]-260) and index.

Life insurance : primary and secondary markets -- Mortality and credit structures, valuation and risk -- Structured products and securitization -- Examples of LSP securitization : a principal protected fund -- Capital markets products : principal protection -- Structured financing : guaranteed loan repayment -- Life settlement derivatives -- Hedging.

9780470741948 (alk. paper) 0470741945 (alk. paper)


Life Insurance
Viatical settlements.
Longevity.

HG8771

368.32 / A841

Languages: 
English |