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An innovative form of credit enhancement for securitized reverse mortgages : finding paths of cross-over points isolated from changes in interest and inflation rates
Ortiz, Carlos E.; Stone, Charles A.; Zissu, Anne-Marie - In: Journal of risk finance : the convergence of financial … 14 (2013) 4, pp. 414-431
Persistent link: https://www.econbiz.de/10009788823
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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
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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
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Delta hedging IO securities backed by senior life settlements
Stone, Charles A.; Zissu, Anne-Marie - In: The journal of structured finance 15 (2009) 2, pp. 93-100
Persistent link: https://www.econbiz.de/10003873227
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Valuation of pools of senior life settlements during the COVID-19 pandemic and the death multiplier factor
Stone, Charles A.; Zissu, Anne-Marie - In: The journal of alternative investments : JAI 27 (2024) 2, pp. 114-123
Persistent link: https://www.econbiz.de/10015195121