Life settlements and longevity structures : pricing and risk management /

Aspinwall, Jim

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

Includes bibliographical references 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

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