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shadow · 2025年07月03日

没太清楚谁赔谁

NO.PZ2019122802000033

问题如下:

A hedge fund strategy focusing on life settlements is sucessful when

选项:

A.

The present value of future benefit payment received by the hedge funds is over than the present value of intervening payments made by the hedge funds

B.

The present value of future benefit payment received by the hedge funds is less than the present value of intervening payments made by the hedge funds

C.

The present value of future benefit payment received by the hedge funds is equal to the present value of intervening payments made by the hedge funds

解释:

A is correct.

A hedge fund strategy focusing on life settlements is sucessful when the present value of future benefit payment received by the hedge funds is over than the present value of intervening payments made by the hedge funds

这个是insurance HF的考点,这里说的是HF投资在保险上的条件,必须是 预期支付现金的现值 大于 未来支出赔付的现值,要PV future benefit payment > PV intervening payments的。,这个我们是这个策略的核心。

预期支付现金的现值 大于 未来支出赔付的现值。这个预期支付现金是谁给谁的,未来支出赔付是谁给谁的

1 个答案

伯恩_品职助教 · 2025年07月07日

嗨,从没放弃的小努力你好:


预期支付的钱是对冲基金给投保人(一般来说也是受益人),未来支付是将来受益人死亡后,保险公司赔付的钱给基金公司

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