Life settlement funds: Current valuation practices and areas for improvement

A Braun, S Affolter, H Schmeiser - Risk Management and …, 2016 - Wiley Online Library
We analyze the prevailing valuation practices in the life settlement industry based on a
sample of 11 funds that cover a large portion of the current market. The most striking result is …

Performance and Risks of Open‐End Life Settlement Funds

A Braun, N Gatzert, H Schmeiser - Journal of Risk and …, 2012 - Wiley Online Library
In this article, we comprehensively analyze open‐end funds dedicated to investing in US
senior life settlements. We begin by explaining their business model and the roles of …

Analyzing the Different Modules of Longevity Risk in Death Bonds

D Parnes - The Journal of Alternative Investments, 2018 - pm-research.com
The author presents an actuarial prognostic model that can disentangle and assess two
complementary modules of longevity risk for death bonds. He tracks the probable paths over …

[PDF][PDF] Life settlements in South Africa: An assessment of the potential for a strong market to develop

RG Switala - 2013 - aceso.in
Life settlement, a transaction whereby the policyholder of a life insurance policy sells the
future proceeds of the policy to a third party investor, has established itself as a legitimate …

[PDF][PDF] 미국 생명보험 정산거래의 현황과 시사점

김해식 - 조사보고서, 2009 - kiri.or.kr
보험계약자가 현금 유동성을 높이고 노후소득을 보전하려는 동기가 보험계약 해지 사유의
대다수를 차지하는 것으로 알려져 있다. 보험계약이 해지되면, 보험회사는 보험계약자에게 …