MacMinn Richard D

Richard D MacMinn

Information about the author Richard D MacMinn will soon be added to the site.
Found 3 papers in total
Hedging Longevity Risk in Life Settlements Using Biomedical Research-Backed Obligations
Hedging Longevity Risk in Life Settlements Using Biomedical Research-Backed Obligations
2017
In the life settlement market, mortality risk is transferred from life insurance...
Pension Risk Management in the Enterprise Risk Management Framework
Pension Risk Management in the Enterprise Risk Management Framework
2017
This article presents an enterprise risk management (ERM) model for a firm that is...
Mortality Dependence and Longevity Bond Pricing: A Dynamic Factor Copula Mortality Model With the GAS Structure
Mortality Dependence and Longevity Bond Pricing: A Dynamic Factor Copula Mortality Model With the GAS Structure
2017
Modeling mortality dependence for multiple populations has significant implications...
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