搜索结果: 1-2 共查到“经济学 RCLA”相关记录2条 . 查询时间(0.076 秒)
A different perspective on retirement income sustainability: the blueprint for a ruin contingent life annuity (RCLA)
retirement income sustainability blueprint ruin contingent life annuity Risk Management
2012/6/4
The purpose of this article is twofold. First, we motivate the need for a new type of stand-alone retirement income insurance product that would help individuals protect against personal longevity ris...
Valuation and hedging of the ruin-contingent life annuity (RCLA)
Valuation hedging of the ruin-contingent life annuity RCLA Pricing of Securities
2012/6/5
This paper analyzes a novel type of mortality contingent-claim called a ruin-contingent life annuity (RCLA). This product fuses together a path-dependent equity put option with a "personal longevity" ...