公开(公告)号：US20140052665A1

公开(公告)日：2014-02-20

申请号：US13762914

申请日：2013-02-08

申请人： Guy D Coughlan ,  Christopher S. Watts ,  Amit Sinha ,  Maximo X. Silberberg

发明人： Guy D Coughlan ,  Christopher S. Watts ,  Amit Sinha ,  Maximo X. Silberberg

IPC分类号： G06Q40/06

CPC分类号： G06Q40/06 ,  G06Q40/08

摘要： A computer implemented method and system are provided for implementing a longevity bond management system for managing hedging of longevity of beneficiaries. The method may include issuing, through a special purpose vehicle, using computer processing components, a longevity bond having returns following a longevity index defined for a reference population of a pre-selected cohort of beneficiaries. The method may additionally include receiving from investors a payment amount for investment in the longevity bond, investing the payment amount in a collateral pool held by a custodian, and receiving cash flows from the investment in the collateral pool. The method may further include entering into a swap to exchange the cash flows from the investment for an amount equal to the difference between an actual and best-estimate longevity index amount and calculating, using computer processing components, based on the longevity index, a periodic payment to the investors based on the longevity performance of the pre-selected cohort of beneficiaries, such that the periodic payment increases when longevity exceeds expectations and decreases when longevity falls short of expectations.

摘要翻译： 提供计算机实施的方法和系统，用于实施长寿债券管理系统，用于管理受益人寿命的对冲。 该方法可以包括通过特殊目的的车辆使用计算机处理部件发行长寿债券，其具有为预先选定的受益群体的参考人群定义的长寿指数之后的回报。 该方法可以另外包括从投资者那里收到投资长寿债券的支付金额，将支付金额投资在保管人持有的抵押池中，并从抵押池的投资中获得现金流量。 该方法可以进一步包括进行掉期交换来自投资的现金流量等于实际和最佳估计寿命指数量之间的差额，并且使用计算机处理组件基于长寿指数计算周期性 根据预先选定的受益群体的寿命表现，向投资者支付款项，使寿命超过预期的定期支付增加，寿命不足预期时减少。