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.