Mortality Risk Management
This is a multi–essay dissertation in the area of mortality risk management. The first essay investigates natural hedging between life insurance and annuities and then proposes a mortality swap between a life insurer and an annuity insurer. Compared with reinsurance, capital markets have a greater c...
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Format: | Others |
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Digital Archive @ GSU
2006
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Online Access: | http://digitalarchive.gsu.edu/rmi_diss/14 http://digitalarchive.gsu.edu/cgi/viewcontent.cgi?article=1013&context=rmi_diss |