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Securitization of Mortality Risks in Life Annuities

Securitization of Mortality Risks in Life Annuities Securitization of mortality risks is an alternative risk management tool that may have some advantages over reinsurance. The purpose of this ...
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Description: Securitization of mortality risks is an alternative risk management tool that may have some advantages over reinsurance. The purpose of this paper is to study mortality-based securities, such as swaps and mortality bonds, and to price the proposed mortality securities. We focus on group life annuity data, although the techniques could be applied to other lines of annuity or life insurance.
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- Authors: Samuel Cox, Yijia Lin
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Investment strategy - Finance & Investments

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Securitization of Mortality Risks in Life Annuities