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Managing Retirement Assets Symposium: Securitization of Mortality Risks in Life Annuities
Symposium: Securitization of Mortality Risks in Life Annuities The purpose of this paper is to study mortality-based ... price the proposed mortality securities. The focus is on individual annuity data, although some of the ...- Authors: Samuel Cox, Yijia Lin
- Date: Apr 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Individual annuities; Pensions & Retirement>Defined benefit plans