Life Settlements: Valuation and Performance Reporting for an Emerging Asset Class

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11/15/2010
Source: Journal of Performance Measurement
Darwin M. Bayston, CFA Douglas R. Lempereur, CFA, CIPM Anthony Pecore

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Abstract

The life settlements industry is in the early stages of developing best industry practices specific to its unique characteristics. A set of proposed Best Practices for Reporting Life Settlements Performance are needed for all aspects of a life settlement transaction, from initiation, to valuation/pricing, to transfer of ownership to an investor, to the measurement and reporting of performance, including providing appropriate disclosures.
Topics
Performance Measurement and Evaluation
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Portfolio Management
    :
  • Insurance Companies
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