Securitization of life insurance assets and liabilities

被引：112

作者：

Cowley, A ^{[1
]}

Cummins, JD ^{[1
]}

机构：

[1] Univ Penn, Wharton Sch, Philadelphia, PA 19104 USA

来源：

关键词：

D O I：

10.1111/j.1539-6975.2005.00121.x

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：193 / 226

页数：34

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[3]

[Anonymous], 2002 REV TRENDS INSU

[4]

[Anonymous], ALTERNATIVE RISK STR

[5]

Babbel D.F., 1999, CHANGES LIFE INSURAN

[6]

BECKER D, 1999, SOC ACTUARIES FINANC

[7]

BUTOW S, 2001, CURRENT TOPICS INT L

[8]

CARROLL C, 1999, SOC ACTUARIES FINANC

[9]

*CONN CO, 1999, VIAT SETTL EM 2 MARK

[10] The basis risk of catastrophic-loss index securities [J].

Cummins, JD ;

Lalonde, D ;

Phillips, RD .