公开(公告)号：US07752063B2

公开(公告)日：2010-07-06

申请号：US10903897

申请日：2004-07-29

申请人： Ronald Klein ,  Brian Lo

发明人： Ronald Klein ,  Brian Lo

IPC分类号： G06Q40/00

CPC分类号： G06Q40/08 ,  G06Q40/025

摘要： Methods and apparatus, including computer systems, are provided for securitizing a mortality risk. A premium is received by an issuer from a counterparty, and the issuer provides coverage of a mortality risk to the counterparty. An investment is received by the issuer from an investor, and the issuer provides a risk instrument to the investor. The risk instrument provides a contingent return of the investment to the investor, where if a first condition is satisfied then the entire investment is returned, if a second condition is satisfied then none of the investment is returned, and if neither the first nor the second conditions are satisfied then a portion of the investment is returned. The first and second conditions are related to the mortality risk.

摘要翻译： 提供包括计算机系统在内的方法和设备用于证券化死亡率风险。 发行人从交易对手收到溢价，发行人向交易对手提供死亡风险的覆盖。 发行人从投资者那里收到投资，发行人向投资者提供风险工具。 风险工具为投资者提供或有的投资回报，如果第一个条件得到满足，那么整个投资将被退还，如果第二个条件满足，那么没有一个投资回报，如果第一个和第二个 条件得到满足，则部分投资将被退回。 第一和第二条件与死亡率风险有关。

公开(公告)号：US20060026092A1

公开(公告)日：2006-02-02

申请号：US10903897

申请日：2004-07-29

申请人： Ronald Klein ,  Brian Lo

发明人： Ronald Klein ,  Brian Lo

IPC分类号： G06Q40/00

CPC分类号： G06Q40/08 ,  G06Q40/025

摘要： Methods and apparatus, including computer systems, are provided for securitizing a mortality risk. A premium is received by an issuer from a counterparty, and the issuer provides coverage of a mortality risk to the counterparty. An investment is received by the issuer from an investor, and the issuer provides a risk instrument to the investor. The risk instrument provides a contingent return of the investment to the investor, where if a first condition is satisfied then the entire investment is returned, if a second condition is satisfied then none of the investment is returned, and if neither the first nor the second conditions are satisfied then a portion of the investment is returned. The first and second conditions are related to the mortality risk.

摘要翻译： 提供包括计算机系统在内的方法和设备用于证券化死亡率风险。 发行人从交易对手收到溢价，发行人向交易对手提供死亡风险的覆盖。 发行人从投资者那里收到投资，发行人向投资者提供风险工具。 风险工具为投资者提供或有的投资回报，如果第一个条件得到满足，那么整个投资将被退还，如果第二个条件满足，那么没有一个投资回报，如果第一个和第二个 条件得到满足，则部分投资将被退回。 第一和第二条件与死亡率风险有关。