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2021-05

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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/177815

Life settlements: descriptive analysis and quantitative aspects [written in Spanish]

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https://doi.org/10.5295/cdg.191209lg

Abstract

A life settlement is a financial transaction by which an existing life insurance policy is sold to an investor for a greater price than its cash surrender value. In this way, the investor undertakes to pay, if any, the outstanding premiums and has the right to receive the death benefit when the insured dies. This work carries out a descriptive analysis of this type of transaction and a study of its main quantitative aspects. Thus, among other aspects, an overview of the product is offered and its main agents, the nature of the parameters involved in its value and the risks related to it are described (...)

Subject

Assegurances de vida, Esperança de vida, Mortalitat, Investigació quantitativa

Subject (English)

Life insurance, Life expectancy, Mortality, Quantitative research

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Articles publicats en revistes (Matemàtica Econòmica, Financera i Actuarial)

Citation

ANDRÉS SÁNCHEZ, Jorge de and GONZÁLEZ-VILA PUCHADES, Laura. Life settlements: descriptive analysis and quantitative aspects [written in Spanish]. Cuadernos de Gestión. 2021. Vol. 21, num. 2, pags. 19-34. ISSN 1131-6837. [consulted: 16 of June of 2026]. Available at: https://hdl.handle.net/2445/177815

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