LONGEVITY AND MORTALITY INDICES AND ASSOCIATED TRADABLE FINANCIAL PRODUCTS

LONGEVITY AND MORTALITY INDICES AND ASSOCIATED TRADABLE FINANCIAL PRODUCTS

The document describes creation of one or more families of longevity and mortality indices, some or all of which may be tradable. In addition, this document describes tradable derivatives and other financial products whose value or payment obligations may be tied in some manner to one or more of the...

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Bibliographische Detailangaben
Hauptverfasser: DUBITSKY ALEXANDER A, DELLAERT GILLES, PLEVIN ANDREW HOWARD, SHERRILL PHILIP, MCGARRAUGH CHARLES
Format: Patent
Sprache:eng
Schlagworte:
CALCULATING
COMPUTING
COUNTING
DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES
PHYSICS
SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR
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Beschreibung
Zusammenfassung:The document describes creation of one or more families of longevity and mortality indices, some or all of which may be tradable. In addition, this document describes tradable derivatives and other financial products whose value or payment obligations may be tied in some manner to one or more of the created longevity and mortality indices.