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7 Risk management of a structured life settlements portfolio. The risks of structured products. 1 Problems with correlations and volatility. 2 Pricing structures.

7 Risk management of a structured life settlements portfolio. 1 Risk managing a book of traded financial assets. 2 Risk managing a portfolio of mortality risks in an insurance company. 3 Risk managing a life settlements portfolio. 4 Current risk management software. 3 Structured Products and Securitization. 1 Other examples: Synthetic securitization.

Only 1 left in stock (more on the way). Geoff has also maintained strong academic interests – he was a visiting (emeritus) professor at the University of Waterloo, Canada, from 1987 until 1999.

Pricing and Risk Management. Recent turbulence in the financial markets has highlighted the need for diversified portfolios with lower correlations between the different investments. Life settlements meet this need, offering investors the prospect of high, stable returns, uncorrelated with the broader financial markets. MARK VENN isManaging Director of Clearlife Limited, and President of ClearLife US affiliate, ClearLife Inc. ClearLife was founded by Mark in November 2007. It supplies trade processing, evaluation and risk analysis services to participants in the life settlements and premium finance markets.

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Find many great new & used options and get the best deals for Life Settlements and Longevity Structures . It supplies trade processing, evaluation and risk analysis services to participants in the life settlements and premium finance markets

It supplies trade processing, evaluation and risk analysis services to participants in the life settlements and premium finance markets. These services are provided through ClearLife, data management network, ClariNet, which allows investors in life settlements and synthetic longevity risk to interact in a secure manner with external service providers and other market participants.

A breadwinner's demand for life insurance depends on the demographic structure of his or her household. The author captures the relationship by extending Menahem E. Yaari's life insurance framework to include the preferences of all household members explicitly. In many households, the insured is the husband and the beneficiaries are his wife and offspring.

Life Settlements and Longevity Structures Pricing and Risk Management

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Life Settlements and Longevity Structures: Pricing and Risk Management by Geoff Chaplin and Jim Aspinwall
English | 2009 | ISBN: 0470741945 | 274 pages | PDF | 5,5 MB
Recent turbulence in the financial markets has highlighted the need for diversified portfolios with lower correlations between the different investments. Life settlements meet this need, offering investors the prospect of high, stable returns, uncorrelated with the broader financial markets.
This book provides readers of all levels of experience with essential information on the process surrounding the acquisition and management of a portfolio of life settlements; the assessment, modelling and mitigation of the associated longevity, interest rate and credit risks; and practical approaches to financing and risk management structures. It begins with the history of life insurance and looks at how the need for new financing sources has led to the growth of the life settlements market in the United States.
The authors provide a detailed exploration of the mathematical formulae surrounding the generation of mortality curves, drawing a parallel between the tools deployed in the credit derivatives market and those available to model longevity risk. Structured products and securitisation techniques are introduced and explained, starting with simple vanilla products and models before illustrating some of the investment structures associated with life settlements. Capital market mechanisms available to assist the investor in limiting the risks associated with life settlement portfolios are outlined, as are opportunities to use life settlement portfolios to mitigate the risks of traditional capital markets. The last section of the book covers derivative products, either available now or under consideration, that will reduce or potentially eliminate longevity risks within life settlement portfolios. It then reviews hedging and risk management strategies and considers how to measure the effectiveness of risk mitigation.
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Life Settlements and Longevity Structures Pricing and Risk Management