Introduction to the Securitization of Mortality/Longevity Risk

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F16%3A86099600" target="_blank" >RIV/61989100:27510/16:86099600 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Introduction to the Securitization of Mortality/Longevity Risk
Original language description
The basic principle of life insurance is the payment of premiums by the client for the purpose of receiving future payments from the insurer, which is dependent on the insured event, such as death or survival of the client. From global point of view there are apparent demographic changes and better health and social conditions for longer live in developed countries. This phenomenon can be understood as longevity risk, the risk that people live longer than expected. The improvements of mortality rate can have significant influence on capital requirements for both pension funds and insurance companies. The aim of the paper is to make a basic overview of financial instruments providing exposure to mortality/longevity risk.
Czech name
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Czech description
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Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Managing and Modelling of Financial Risks : proceedings of the 8th international scientific conference : September 5-6, 2016, Ostrava, Czech Republic
ISBN
978-80-248-3994-3
ISSN
2464-6970
e-ISSN
2464-6989
Number of pages
5
Pages from-to
807-811
Publisher name
VŠB - Technical University of Ostrava
Place of publication
Ostrava
Event location
Ostrava
Event date
Sep 5, 2016
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000429179000010

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