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...

Full description

Bibliographic Details
Main Author: Lin, Yijia
Format: Others
Published: Digital Archive @ GSU 2006
Subjects:
Online Access:http://digitalarchive.gsu.edu/rmi_diss/14
http://digitalarchive.gsu.edu/cgi/viewcontent.cgi?article=1013&context=rmi_diss