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Performance and Risks of Open‐End Life Settlement Funds

Author

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  • Alexander Braun
  • Nadine Gatzert
  • Hato Schmeiser

Abstract

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Suggested Citation

  • Alexander Braun & Nadine Gatzert & Hato Schmeiser, 2012. "Performance and Risks of Open‐End Life Settlement Funds," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 79(1), pages 193-230, March.
    • Handle: RePEc:bla:jrinsu:v:79:y:2012:i:1:p:193-230
    DOI: j.1539-6975.2011.01414.x
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    File URL: http://hdl.handle.net/10.1111/j.1539-6975.2011.01414.x
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    Cited by:

    1. Beer, Simone & Braun, Alexander & Marugg, Andrin, 2019. "Pricing industry loss warranties in a Lévy–Frailty framework," Insurance: Mathematics and Economics, Elsevier, vol. 89(C), pages 171-181.
    2. Donnelly, Catherine & Guillén, Montserrat & Nielsen, Jens Perch, 2013. "Exchanging uncertain mortality for a cost," Insurance: Mathematics and Economics, Elsevier, vol. 52(1), pages 65-76.
    3. Kung, Ko-Lun & Hsieh, Ming-Hua & Peng, Jin-Lung & Tsai, Chenghsien Jason & Wang, Jennifer L., 2021. "Explaining the risk premiums of life settlements," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    4. Sutcliffe, Charles, 2015. "Trading death: The implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 163-174.

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