| Economic Aspects of Mortality Risk Securitization |
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| 引用本文： | Chenghua Liu Hui Li. Economic Aspects of Mortality Risk Securitization[J]. 美中经济评论(英文版), 2006, 5(8): 51-56 |
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| 作者姓名： | Chenghua Liu Hui Li |
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| 作者单位： | [1]Chengdu University of Information and Technology, Chengdu 610225, Sichuan, China [2]Tian＇an Insurance Company Limited of China, Hubei Branch, Wuhan 430015, Hubei, China |
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| 摘 要： | The mortality risk bond is another financial innovation after catastrophe risk bond. The purpose of this paper is that： firstly, introduce the driver of demand and development of morality risk bond, and then analyze the structure of the bond; secondly, give the pricing model under the certain hypothesis, and relative mortality rate model; lastly, analyze the feasibility that develops mortality risk bond in China.
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| 关 键 词： | mortality risk demutualization mortality risk securitization net present value （NPV） actuarial present value （APV） |
Economic Aspects of Mortality Risk Securitization |
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| Chenghua Liu, Hui Li. Economic Aspects of Mortality Risk Securitization[J]. China-USA Business Review, 2006, 5(8): 51-56 |
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| Authors: | Chenghua Liu Hui Li |
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