Securitization of Longevity Risk in Reverse Mortgages
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Publication:5022551
DOI10.1080/10920277.2008.10597529zbMath1481.91189OpenAlexW3121737655MaRDI QIDQ5022551
Emiliano A. Valdez, John Piggott, Liang Wang
Publication date: 19 January 2022
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://unsworks.unsw.edu.au/fapi/datastream/unsworks:58869/SOURCE01?view=true
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Cites Work
- Modeling and Forecasting U.S. Mortality
- Optimal asset allocation in life annuities: a note.
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
- An equilibrium characterization of the term structure
- Catastrophe Risk Bonds
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