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Delta hedging a portfolio of s...
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USA
Securitization
16
Theorie
16
Theory
16
Lebensversicherung
14
Life insurance
14
United States
12
Verbriefung
11
Colombia
10
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economic growth
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Asset-Backed Securities
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Asset-backed securities
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Credit enhancement
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Interest rates
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Mortgage companies
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Unternehmen
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Arbeitsmarktsegmentation
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English
12
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Stone, Charles A.
11
Zissu, Anne-Marie
11
Ortiz, Carlos E.
3
Gavrilov, Leonid A.
1
Gavrilova, Natalia S.
1
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The journal of structured finance
7
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)
12
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1
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:
2
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:
3
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:
4
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:
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
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:
7
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:
8
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:
9
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:
10
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
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