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Life settlements and longevity structures : pricing and risk management /

by Aspinwall, Jim.
Authors: Chaplin, Geoff.%author | Venn, Mark.%author Series: Wiley finance series Published by : Wiley, (Chichester, England :) Physical details: ix, 264 p. : ill. ; 26 cm. ISBN: 0470741945 Subject(s): Life Insurance | Viatical settlements. | Longevity. Year: 2009
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Item type Location Call Number Status Notes Date Due
Book Book AUM Main Library 368.32 A841 (Browse Shelf) Available JBC/2012/6152

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.

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