Hedging Brevity Risk with Mortality-based Securities
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More about this item
Keywordsalternative risk transfer; insurance; default risk;
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-10-28 (All new papers)
- NEP-FIN-2006-10-28 (Finance)
- NEP-HEA-2006-10-28 (Health Economics)
- NEP-IAS-2006-10-28 (Insurance Economics)
- NEP-RMG-2006-10-28 (Risk Management)
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