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United States
Securitization
16
Lebensversicherung
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Life insurance
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USA
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Verbriefung
11
Hedging
10
Theorie
7
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7
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Sterblichkeit
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Credit enhancement
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Reverse mortgages
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Unternehmen
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Verbindlichkeiten
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Asset-Backed Security
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English
11
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Stone, Charles A.
10
Zissu, Anne-Marie
10
Ortiz, Carlos E.
2
Gavrilov, Leonid A.
1
Gavrilova, Natalia S.
1
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The journal of structured finance
6
Life markets : trading mortality and longevity risk with life settlements and linked securities
2
Economics letters
1
The journal of alternative investments
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
11
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1
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:
2
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:
3
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:
4
The return on a pool of senior life settlements
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
The journal of structured finance
13
(
2007/08
)
2
,
pp. 62-69
Persistent link: https://www.econbiz.de/10003761682
Saved in:
5
Using life extension-duration and life extension-convexity to value senior life settlement contracts
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
The journal of alternative investments
11
(
2008/09
)
2
,
pp. 94-108
Persistent link: https://www.econbiz.de/10003778602
Saved in:
6
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
Saved in:
7
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:
8
The risks of a securitized portfolio of senior life settlement contracts
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
Life markets : trading mortality and longevity risk …
,
(pp. 163-177)
.
2009
Persistent link: https://www.econbiz.de/10003884745
Saved in:
9
The supply and demand for life settlement contracts
Stone, Charles A.
- In:
The journal of structured finance
15
(
2009
)
2
,
pp. 101-111
Persistent link: https://www.econbiz.de/10003873229
Saved in:
10
Securitization of senior life settlements : managing extension risk
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 66-72
Persistent link: https://www.econbiz.de/10003321086
Saved in:
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