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公开(公告)号：US20090138413A1
公开(公告)日：2009-05-28
申请号：US12365693
申请日：2009-02-04
IPC分类号： G06Q40/00
摘要： The invention provides methods of extrapolating at least one future mortality rate by calculating a current year mortality rate for a particular age cohort, and applying a series of improvement factors to the current year mortality rate. The invention further provides methods of structuring a derivative financial instrument by providing projected going-forward mortality rates reflective of a degree of improvement in mortality rate experience for particular age cohorts for a particular future period, and defining settlement parameters wherein a value recognized by an investor in said instrument at the time of settlement relates at least in part to the correlation between said projected mortality rate and actually-incurred mortality rate for the age cohort during at least a portion of the period.
摘要翻译： 本发明提供了通过计算特定年龄队列的当前年死亡率并将一系列改进因素应用于当前年度死亡率来推断至少一个未来死亡率的方法。 本发明还提供了通过提供预测的前瞻性死亡率来构建衍生金融工具的方法，其反映在特定未来期间针对特定年龄组的死亡率经验的改善程度，以及定义结算参数，其中由投资者认可的价值 在该解决时间的该文书中至少部分地涉及至少部分期间所述年龄队列的所述预计死亡率与实际发生的死亡率之间的相关性。
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2.发明申请SYSTEM AND METHOD FOR PROVIDING MORTALITY RATE INFORMATION AND EMPLOYING IT FOR STRUCTURING AND ANALYSIS OF FINANCIAL INSTRUMENTS 审中-公开提供信息利用率信息的系统和方法，并为金融仪器的结构分析和分析公开(公告)号：US20090271334A1
公开(公告)日：2009-10-29
申请号：US12499718
申请日：2009-07-08
IPC分类号： G06Q40/00
摘要： The invention provides methods of extrapolating at least one future mortality rate by calculating a current year mortality rate for a particular age cohort, and applying a series of improvement factors to the current year mortality rate. The invention further provides methods of structuring a derivative financial instrument by providing projected going-forward mortality rates reflective of a degree of improvement in mortality rate experience for particular age cohorts for a particular future period, and defining settlement parameters wherein a value recognized by an investor in said instrument at the time of settlement relates at least in part to the correlation between said projected mortality rate and actually-incurred mortality rate for the age cohort during at least a portion of the period.
摘要翻译： 本发明提供了通过计算特定年龄队列的当前年死亡率并将一系列改进因素应用于当前年度死亡率来推断至少一个未来死亡率的方法。 本发明还提供了通过提供预测的前瞻性死亡率来构建衍生金融工具的方法，其反映在特定未来期间针对特定年龄组的死亡率经验的改善程度，以及定义结算参数，其中由投资者认可的价值 在该解决时间的该文书中至少部分地涉及至少部分期间所述年龄队列的所述预计死亡率与实际发生的死亡率之间的相关性。
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公开(公告)号：US20070219883A1
公开(公告)日：2007-09-20
申请号：US11618265
申请日：2006-12-29
申请人： Ethan Bronsnick , Wendell Dowrich
发明人： Ethan Bronsnick , Wendell Dowrich
IPC分类号： G06Q40/00
摘要： Financial instruments are indexed to a standardized measure of publicly available longevity and mortality demographic data. A first financial instrument includes a zero-coupon bond and Experience Coupons. The zero-coupon bond accrues interest over its term at a base interest rate. The Experience Coupons, which are responsive to differences in actual and projected longevity/mortality data, either supplement or erode the value of the zero-coupon bond according to the direction of the differences in actual and projected longevity/mortality data. A second financial instrument is a swap in which counterparties trade expectations that actual mortality or longevity experience will be better or worse than projected mortality or longevity experience for a selected population cohort.
摘要翻译： 金融工具被索引到公共可用寿命和死亡率人口统计数据的标准化指标。 第一个金融工具包括零息债券和经验券。 零息票债券按其利率累计利率。 根据实际和预计寿命/死亡率数据的差异，经验优惠券可根据实际和预计寿命/死亡率数据差异的方向补充或削弱零息票债券的价值。 第二个金融工具是交换对手交易预期，实际死亡率或长寿经验将比预期的人口群体的死亡率或长寿经验更好或更差。
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4.发明申请System and method for providing mortality rate information and employing it for structuring and analysis of financial instruments 审中-公开提供死亡率信息的系统和方法，并用于金融工具的构建和分析公开(公告)号：US20070033119A1
公开(公告)日：2007-02-08
申请号：US11195233
申请日：2005-08-02
申请人： Alex Dubitsky , Wendell Dowrich , Nigel Knowles , Ethan Bronsnick
发明人： Alex Dubitsky , Wendell Dowrich , Nigel Knowles , Ethan Bronsnick
IPC分类号： G06Q40/00
摘要： The invention provides methods of extrapolating at least one future mortality rate by calculating a current year mortality rate for a particular age cohort, and applying a series of improvement factors to the current year mortality rate. The invention further provides methods of structuring a derivative financial instrument by providing projected going-forward mortality rates reflective of a degree of improvement in mortality rate experience for particular age cohorts for a particular future period, and defining settlement parameters wherein a value recognized by an investor in said instrument at the time of settlement relates at least in part to the correlation between said projected mortality rate and actually-incurred mortality rate for the age cohort during at least a portion of the period.
摘要翻译： 本发明提供了通过计算特定年龄队列的当前年死亡率并将一系列改进因素应用于当前年度死亡率来推断至少一个未来死亡率的方法。 本发明还提供了通过提供预测的前瞻性死亡率来构建衍生金融工具的方法，其反映在特定未来期间针对特定年龄组的死亡率经验的改善程度，以及定义结算参数，其中由投资者认可的价值 在该解决时间的该文书中至少部分地涉及至少部分期间所述年龄队列的所述预计死亡率与实际发生的死亡率之间的相关性。
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