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Posts tagged "Portfolio"


The Effect of Life Settlement Portfolio Size on Longevity Risk

August 1, 2008

To examine how portfolio size affects longevity risks in a pool of life settlements. Specifically, this research analyzes the impact of longevity risk on the investment return of a life settlement portfolio. Research Brief: The Effect of Life Settlement Portfolio Size on Longevity Risk Full Paper: The Effect of Life Settlement Portfolio Size on Longevity [...]


To examine how portfolio size affects longevity risks in a pool of life settlements. Specifically, this research analyzes the impact of longevity risk on the investment return of a life settlement portfolio.

Research Brief: The Effect of Life Settlement Portfolio Size on Longevity Risk

Full Paper: The Effect of Life Settlement Portfolio Size on Longevity Risk

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