A method for managing risk of longevity is presented in which transactions with supplier and demander entities which benefit from longevity increases or decreases, respectively, are hedged by an intermediary. For example, the intermediary may purchase a first bond from a first entity and sell a second bond to a second entity. Each of the bonds may be linked to a longevity statistic or index.
申请公布号
WO2008058181(A3)
申请公布日期
2008.07.10
申请号
WO2007US83911
申请日期
2007.11.07
申请人
VALENTINO, JAMES;BRENNER, MENACHEM;DAVIDSON, MICHAEL;SOKOLER, MEIR;GARBER, ELI
发明人
VALENTINO, JAMES;BRENNER, MENACHEM;DAVIDSON, MICHAEL;SOKOLER, MEIR;GARBER, ELI