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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Year of publication:	2010
Authors:	Ortiz, Carlos ; Stone, Charles ; Zissu, Anne
Published in:	Journal of Financial Transformation. - Capco Institute. - Vol. 30.2010, p. 89-91
Publisher:	Capco Institute
Subject:	Senior \| Life \| Settlements

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Type of publication:	Article
Classification:	G22 - Insurance; Insurance Companies
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008752138