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Securitization of Financial Asset/Liability Products with Longevity Risk

Author

Listed:
  • Ortiz, Carlos

    (Acadia University)

  • Stone, Charles

    (Brooklyn College)

  • Zissu, Anne

    (Citytech, CUNY and POLY-NYU)

Abstract

This paper examines the securitization of financial products that have both assets and liabilities, and that are affected by longevity risk. The longevity risk is what determines the magnitude of the assets and that of the liabilities embedded in the financial product to be securitized. Examples of such financial products are senior life settlements, viaticles, reverse mortgages, or annuities.

Suggested Citation

  • Ortiz, Carlos & Stone, Charles & Zissu, Anne, 2010. "Securitization of Financial Asset/Liability Products with Longevity Risk," Journal of Financial Transformation, Capco Institute, vol. 30, pages 89-91.
    • Handle: RePEc:ris:jofitr:1437
    as

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    More about this item

    Keywords

    Senior; Life; Settlements;
    All these keywords.

    JEL classification:

    • G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies

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