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Coco · 2020年11月18日

问一道题: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

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

是指保险, 未来预期支付现金的现值 大于 未来支出赔付的现值,也就是保险value为正的时候,有多余闲钱,所以可以去投资hedage funds的意思嘛

1 个答案

韩韩_品职助教 · 2020年11月19日

嗨,爱思考的PZer你好:


同学你好,并不是,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,这个我们是这个策略的核心。你可以再听一下基础班或者强化班的视频哈~


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