Mortality Contingent Claims: Impact of Capital Market, Income, and Interest Rate Risk

Authors

• Raimond H. Maurer

Abstract

Mortality Contingent Claims: Impact of Capital Market, Income, and Interest Rate Risk

Full Text

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Project

• UM09-12: Market-based Guarantees in Investment-linked Decumulation Pension Programs: Pricing, Risk Management, and Financial Well-being for Retirees

Paper ID

WP 2009-222

Publication Type

Research Brief

Publication Year

2009