发明名称 |
SYSTEM AND METHOD FOR PROVIDING MORTALITY RATE INFORMATION AND EMPLOYING IT FOR STRUCTURING AND ANALYSIS OF FINANCIAL INSTRUMENTS |
摘要 |
The invention provides methods of extrapolating at least one future mortality rate by calculating a current year mortality rate for a particular age cohort, and applying a series of improvement factors to the current year mortality rate. The invention further provides methods of structuring a derivative financial instrument by providing projected going-forward mortality rates reflective of a degree of improvement in mortality rate experience for particular age cohorts for a particular future period, and defining settlement parameters wherein a value recognized by an investor in said instrument at the time of settlement relates at least in part to the correlation between said projected mortality rate and actually-incurred mortality rate for the age cohort during at least a portion of the period.
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申请公布号 |
US2009271334(A1) |
申请公布日期 |
2009.10.29 |
申请号 |
US20090499718 |
申请日期 |
2009.07.08 |
申请人 |
DUBITSKY ALEX;DOWRICH WENDELL DAVE;KNOWLES NIGEL;BRONSNICK ETHAN |
发明人 |
DUBITSKY ALEX;DOWRICH WENDELL DAVE;KNOWLES NIGEL;BRONSNICK ETHAN |
分类号 |
G06Q40/00 |
主分类号 |
G06Q40/00 |
代理机构 |
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代理人 |
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主权项 |
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地址 |
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