WO2007092699A3 - Procédé d'évaluation de règlements de viager et optimisation du financement des primes - Google Patents

Procédé d'évaluation de règlements de viager et optimisation du financement des primes Download PDF

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Publication number
WO2007092699A3
WO2007092699A3 PCT/US2007/061272 US2007061272W WO2007092699A3 WO 2007092699 A3 WO2007092699 A3 WO 2007092699A3 US 2007061272 W US2007061272 W US 2007061272W WO 2007092699 A3 WO2007092699 A3 WO 2007092699A3
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WO
WIPO (PCT)
Prior art keywords
future
unit
time
valuation
point
Prior art date
Application number
PCT/US2007/061272
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English (en)
Other versions
WO2007092699A2 (fr
Inventor
Leslie W Logsdon
Brooke Schumm Iii
Original Assignee
Life Settlements Funds Ltd
Leslie W Logsdon
Brooke Schumm Iii
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Life Settlements Funds Ltd, Leslie W Logsdon, Brooke Schumm Iii filed Critical Life Settlements Funds Ltd
Publication of WO2007092699A2 publication Critical patent/WO2007092699A2/fr
Publication of WO2007092699A3 publication Critical patent/WO2007092699A3/fr

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Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/08—Insurance

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  • Business, Economics & Management (AREA)
  • Accounting & Taxation (AREA)
  • Finance (AREA)
  • Engineering & Computer Science (AREA)
  • Development Economics (AREA)
  • Economics (AREA)
  • Marketing (AREA)
  • Strategic Management (AREA)
  • Technology Law (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)

Abstract

La présente invention propose d'intégrer une analyse de table de mortalité d'une distribution statistique standard et la charge des primes futures, créant ainsi une valeur d'actif net d'unité ('Unit NAV') pour des investisseurs détenant une unité dans le fonds. Un composant majeur de la Unit NAV dans une transaction de règlement de viager et de rachat d'assurance-vie est le montant des primes attendu qui doit encore être payé pendant la durée de vie anticipée de l'assuré. La charge des primes futures est par essence la 'mesure du risque' associé à la police. A mesure que le temps passe, la possibilité de prévoir de payer des primes futures est liée à la courbe de mortalité cumulée à un moment donné. En déterminant la courbe de mortalité cumulée restante, on peut déterminer la probabilité d'avoir à payer les primes futures et, en incorporant ces deux éléments dans le modèle d'évaluation, on peut calculer à tout moment la 'valeur différentielle' anticipée. On peut déterminer s'il convient d'utiliser un financement de prime externe ou interne. Un autre aspect de l'invention réside dans le fait que le procédé proposé remplit simultanément deux exigences différentes de l'évaluation adoptée par le Financial Accounting Standards Board.
PCT/US2007/061272 2006-02-02 2007-01-30 Procédé d'évaluation de règlements de viager et optimisation du financement des primes WO2007092699A2 (fr)

Applications Claiming Priority (4)

Application Number Priority Date Filing Date Title
US76664206P 2006-02-02 2006-02-02
US60/766,642 2006-02-02
US87708207P 2007-01-29 2007-01-29
US60/877,082 2007-01-29

Publications (2)

Publication Number Publication Date
WO2007092699A2 WO2007092699A2 (fr) 2007-08-16
WO2007092699A3 true WO2007092699A3 (fr) 2008-03-20

Family

ID=38345863

Family Applications (2)

Application Number Title Priority Date Filing Date
PCT/US2007/061268 WO2007092698A2 (fr) 2006-02-02 2007-01-30 Procédé d'évaluation de règlements de viager et optimisation du financement des primes
PCT/US2007/061272 WO2007092699A2 (fr) 2006-02-02 2007-01-30 Procédé d'évaluation de règlements de viager et optimisation du financement des primes

Family Applications Before (1)

Application Number Title Priority Date Filing Date
PCT/US2007/061268 WO2007092698A2 (fr) 2006-02-02 2007-01-30 Procédé d'évaluation de règlements de viager et optimisation du financement des primes

Country Status (1)

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WO (2) WO2007092698A2 (fr)

Families Citing this family (1)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN111047452B (zh) * 2019-11-22 2023-10-03 泰康保险集团股份有限公司 一种保险费用结算数据处理方法、装置、介质及电子设备

Citations (7)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20020042770A1 (en) * 2000-10-06 2002-04-11 Slyke Oakley E. Van Liquid insurance contracts
US20020103560A1 (en) * 2001-01-26 2002-08-01 International Business Machines Corporation Method of improving production through cost of yield measurement
US20030014342A1 (en) * 2000-03-27 2003-01-16 Vande Pol Mark E. Free-market environmental management system having insured certification to a process standard
US20030206297A1 (en) * 2000-07-21 2003-11-06 Beniamino Barbieri Rapid high throughput spectrometer and method
US20040064391A1 (en) * 2002-09-26 2004-04-01 Jeffrey Lange Method and system for life settlement contract securitization and risk management
US20040111453A1 (en) * 2002-12-06 2004-06-10 Harris Christopher K. Effective multi-class support vector machine classification
US20050071204A1 (en) * 2003-09-30 2005-03-31 Kiritharan Parankirinathan Method of calculating premium payment to cover the risk attributable to insureds surviving a specified period

Family Cites Families (4)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
EP1074925B8 (fr) * 1999-08-06 2011-09-14 Ricoh Company, Ltd. Système de gestion de documents, dispositif de traitement d'informations, procédé de gestion de documents et médium d'enregistrement lisible par ordinateur
US20020138387A1 (en) * 2001-01-12 2002-09-26 Citadel Investment Group, L.L.C. Method and apparatus for maintaining a uniform net asset value per share or unit
US20050060209A1 (en) * 2003-07-22 2005-03-17 Hill Charles Frederick Method and system for insuring longer than expected lifetime
WO2005079475A2 (fr) * 2004-02-18 2005-09-01 Burgess Steven A Procedes pour reduire et eliminer l'exposition aux risques dans les transactions d'assurance-vie

Patent Citations (7)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20030014342A1 (en) * 2000-03-27 2003-01-16 Vande Pol Mark E. Free-market environmental management system having insured certification to a process standard
US20030206297A1 (en) * 2000-07-21 2003-11-06 Beniamino Barbieri Rapid high throughput spectrometer and method
US20020042770A1 (en) * 2000-10-06 2002-04-11 Slyke Oakley E. Van Liquid insurance contracts
US20020103560A1 (en) * 2001-01-26 2002-08-01 International Business Machines Corporation Method of improving production through cost of yield measurement
US20040064391A1 (en) * 2002-09-26 2004-04-01 Jeffrey Lange Method and system for life settlement contract securitization and risk management
US20040111453A1 (en) * 2002-12-06 2004-06-10 Harris Christopher K. Effective multi-class support vector machine classification
US20050071204A1 (en) * 2003-09-30 2005-03-31 Kiritharan Parankirinathan Method of calculating premium payment to cover the risk attributable to insureds surviving a specified period

Also Published As

Publication number Publication date
WO2007092698A2 (fr) 2007-08-16
WO2007092699A2 (fr) 2007-08-16
WO2007092698A3 (fr) 2007-12-06

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