Securitization of Financial Asset/Liability Products with Longevity Risk
This paper examines the securitization of financial products that have both assets and liabilities, and that are affected by longevity risk. The longevity risk is what determines the magnitude of the assets and that of the liabilities embedded in the financial product to be securitized. Examples of such financial products are senior life settlements, viaticles, reverse mortgages, or annuities.
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Volume (Year): 30 (2010)
Issue (Month): ()
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