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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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[16Jan13] [Life Settlements] A SQUARE 16 Jan 2013
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[01Oct09] [Life Settlements] A SQUARE: Developments in the life settlement market
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In Canada there is no organised market for either product, so there is huge growth potential.


[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.


[23Apr09] [Life Settlements] Insights on Life Expectancy Convergence
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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.


[26Feb09] [Premium Financing/Life Settlements] Premium Financing/Life Settlements Fund
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[22May08] [Life Settlements] What is life insurance premium financing?
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[01Apr08] [Life Settlements] Life Settlement Securitisation
Securitised life settlement portfolios have in the past produced double-digit returns.


[13Feb08] [Life Settlements] A fund that invests in life settlements
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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


[21Aug07] [Life Settlements] AA Life Fund
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[06Feb07] [Life Settlements] Life Settlements
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