Life settlements and longevity structures : pricing and risk management / Jim Aspinwall, Geoff Chaplin, Mark Venn

By:

Aspinwall, Jim

Contributor(s):

Material type: Text

TextSeries: Wiley financePublication details: Chichester, U.K. : Wiley, 2009Description: ix, 264 p. : ill. ; 26 cmISBN:

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

Subject(s):

Contents:

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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Holdings ( 1 )
Title notes ( 2 )

Holdings
Item type	Current library	Call number	Copy number	Status	Date due	Barcode
Open Shelf	UMPLIB GAMBANG	HG8771 .A87 2009 (Browse shelf(Opens below))	1	Available		0000046715

Includes bibliographical references and index