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Securitization of Longevity and Mortality Risk

Publikace na Matematicko-fyzikální fakulta |
2010

Tento text není v aktuálním jazyce dostupný. Zobrazuje se verze "en".Abstrakt

The paper deals with Alternative Risk Transfer through securitization of longevity and mortality risks in pension plans and commercial life insurance. Hypothetical calculations concerning the pricing of potential mortality forwards that correspond to the evolution of longevity in the Czech Republic are presented.