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A SQUARE

Longevity and mortality index based swaps

Thursday, January 24, 2008
Realised life span differs from expected lifespan - resulting in a price change in the asset or liability.

A SQUARE :: 24Jan08 Longevity and mortality index based swaps
Category Life Settlements
Author Sona Blessing
The institutional involvement in the premium finance and life settlement markets is strong and growing
• Index user base to include: hedge funds, money managers, insurance companies and pension funds
• For those interested in gaining synthetic exposure - can use the index to hedge existing positions or to initiate investments
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More research related to Life Settlements

[16Jan13] [Life Settlements] A SQUARE 16 Jan 2013
Investing in the U.S. life settlement market - Traymar Capital

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[14Jun10] [Life Settlements] A SQUARE 14 Jun 2010
Investing in the life settlements market

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[01Oct09] [Life Settlements] A SQUARE: Developments in the life settlement market
Market overview, regulatory changes and investment opportunities in the field of life settlements

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[30Jul09] [Life Settlements] Investing in a viatical policy
In Canada there is no organised market for either product, so there is huge growth potential.

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[28May09] [Life Settlements] Due diligence - an in-depth medical analysis
Typically we are asked to examine high value policies - i.e. greater than USD 3mn; as within senior life settlements, this is where the investor focus has tended to be.

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[23Apr09] [Life Settlements] Insights on Life Expectancy Convergence
Eventually, we believe the only players in this industry; will be those that pursue a hold-to-maturity strategy when purchasing the policies

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[09Apr09] [Life Settlements] Structural changes and how investors need to position themselves
We have observed a shift in the life settlement market: from one that was largely broker driven to one that is now investor driven.

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[26Feb09] [Premium Financing/Life Settlements] Premium Financing/Life Settlements Fund
Exploits the inefficient pricing of life insurance policies on seniors, Engages in direct financing of life insurance premiums on newly issued policies for a period of 27 months - loan based lending

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[22May08] [Life Settlements] What is life insurance premium financing?
Premium finance and life insurance have not traditionally been associated with one another - however, the premium financing of life insurance is a viable option.

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[01Apr08] [Life Settlements] Life Settlement Securitisation
Securitised life settlement portfolios have in the past produced double-digit returns.

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[13Feb08] [Life Settlements] A fund that invests in life settlements
Trade Endowment Policies, TEPs - are still available to investors at a deep discount from their expected maturity values

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[05Dec07] [Life Settlements] Expertise on life settlements: chances and challenges
Most of the insurance companies have grown to realise that the life settlement industry is a recognised industry that is here to stay

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[21Aug07] [Life Settlements] AA Life Fund
Fund of funds that invests in US life settlements

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[06Feb07] [Life Settlements] Life Settlements
Drawing on 30 years of experience and expertise

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