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~subject:"Life insurance"
~subject:"Portfolio-Management"
~subject:"United States"
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Search: person:"Zissu, Anne"
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Life insurance
Portfolio-Management
United States
Securitization
16
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10
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6
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Zissu, Anne-Marie
19
Stone, Charles A.
18
Ortiz, Carlos E.
8
Gavrilov, Leonid A.
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Gavrilova, Natalia S.
1
Ortiz, Carlos
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The journal of structured finance
8
Journal / The Capco Institute : journal of financial transformation
2
Journal of risk finance : the convergence of financial products and insurance
2
Life markets : trading mortality and longevity risk with life settlements and linked securities
2
Applied financial economics letters
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Economics letters
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Risk management and insurance review
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The journal of alternative investments
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
19
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1
The shock of COVID-19 and the shock of rapid vaccine development on the value of senior life settlement contracts
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
Risk management and insurance review
26
(
2023
)
3
,
pp. 393-406
Persistent link: https://www.econbiz.de/10014427202
Saved in:
2
Life settlement value profiles across different death rate distributions
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
The journal of structured finance
24
(
2018
)
3
,
pp. 100-110
Persistent link: https://www.econbiz.de/10011951107
Saved in:
3
Reverse engineering of prepayment functions and the potential applications for MSRs and IOs valuation
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
The journal of structured finance
22
(
2016
)
3
,
pp. 45-54
Persistent link: https://www.econbiz.de/10011615283
Saved in:
4
New findings on older people's life expectancies confirm Gompertz Law : the impact on the value of securitized life settlements
Gavrilov, Leonid A.
;
Gavrilova, Natalia S.
;
Stone, …
- In:
The journal of structured finance
20
(
2014/15
)
2
,
pp. 66-73
Persistent link: https://www.econbiz.de/10010405038
Saved in:
5
When do securitized reverse mortgages become liabilities
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
The journal of structured finance
19
(
2013
)
1
,
pp. 57-64
Persistent link: https://www.econbiz.de/10010339903
Saved in:
6
The effect of probabilistic and stochastic valuations versus a deterministic valuation of securitized senior life settlements on the level of liquidity facility
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
The journal of structured finance
18
(
2012
)
1
,
pp. 137-143
Persistent link: https://www.econbiz.de/10009553630
Saved in:
7
The asset and liability sides of senior life settlements
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
The journal of structured finance
16
(
2011
)
4
,
pp. 69-76
Persistent link: https://www.econbiz.de/10008901900
Saved in:
8
Delta hedging a portfolio of servicing rights under gamma and vega constraints with optimal fixed income securities
Zissu, Anne-Marie
;
Ortiz, Carlos
;
Stone, Charles A.
- In:
Journal of risk finance : the convergence of financial …
11
(
2010
)
4
,
pp. 377-400
Persistent link: https://www.econbiz.de/10008656310
Saved in:
9
Securitization of financial asset/liability products with longevity risk
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
Journal / The Capco Institute : journal of financial …
30
(
2010
),
pp. 89-91
Persistent link: https://www.econbiz.de/10008938816
Saved in:
10
Using life extension-duration and life extension-convexity to value senior life settlement contracts
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
Life markets : trading mortality and longevity risk …
,
(pp. 109-134)
.
2009
Persistent link: https://www.econbiz.de/10003884741
Saved in:
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