Article
Strategy for Increasing the Global Capacity for Longevity Risk Transfer: Developing Transactions That Attract Capital Markets Investors
Avery Michaelson and Jeff Mulholland
Special Issues Fall 2015, 2015 (1) 28-37
Avery Michaelson
is a vice president of Insurance and Pension Solutions at SG Americas Securities, LLC, in New York, NY.
Jeff Mulholland
was the managing director and head of Insurance and Pension Solutions at SG Americas Securities, LLC, in New York, NY.
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Strategy for Increasing the Global Capacity for Longevity Risk Transfer: Developing Transactions That Attract Capital Markets Investors
Avery Michaelson, Jeff Mulholland
Special Issues Sep 2015, 2015 (1) 28-37;
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- Article
- Abstract
- QUANTIFYING GLOBAL LONGEVITY RISK
- THE EMERGING VALUE CHAIN FOR TRANSFERRING LONGEVITY RISK
- DEVELOPING AN INDEX-BASED HEDGE WITH MINIMAL BASIS RISK
- COMPRESSING THE RISK PERIOD USING A RE-PARAMETERIZED COMMUTATION FUNCTION
- DEFINING THE TRANSACTION PAYOUT
- BUILDING AN EFFICIENT MARKET FOR LONGEVITY RISK TRANSFER
- CONCLUSION
- APPENDIX
- ENDNOTE
- REFERENCES
- Info & Metrics
- PDF (Subscribers Only)
- PDF (Subscribers Only)
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