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 …

Explaining the risk premiums of life settlements

KL Kung, MH Hsieh, JL Peng, CJ Tsai… - Pacific-Basin Finance …, 2021 - Elsevier
Life settlements may facilitate a more efficient insurance market, generate diversification
benefits to investors, and even provide hedging benefits to Asia life insurers. The literature …

Analyzing the Different Modules of Longevity Risk in Death Bonds

D Parnes - The Journal of Alternative Investments, 2019 - search.proquest.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 …

Economics For The Elderly: New Business Products And Options

SL Kroleski, HA Ryan, WA Bottiglieri - Journal of Business & …, 2009 - clutejournals.com
In this paper, we examine three types of money management tools that could be used in
estate and financial planning matters. The first two, the life settlement, which enables the …

[CITATION][C] Explaining the Rate Spreads of Life Settlements

MH Hsieh, JL Peng, C Tsai, JL Wang - 2012 - Working paper