Patents by Inventor Nigel Knowles

Nigel Knowles has filed for patents to protect the following inventions. This listing includes patent applications that are pending as well as patents that have already been granted by the United States Patent and Trademark Office (USPTO).

  • SYSTEM AND METHOD FOR PROVIDING MORTALITY RATE INFORMATION AND EMPLOYING IT FOR STRUCTURING AND ANALYSIS OF FINANCIAL INSTRUMENTS
    Publication number: 20090271334
    Abstract: The invention provides methods of extrapolating at least one future mortality rate by calculating a current year mortality rate for a particular age cohort, and applying a series of improvement factors to the current year mortality rate. The invention further provides methods of structuring a derivative financial instrument by providing projected going-forward mortality rates reflective of a degree of improvement in mortality rate experience for particular age cohorts for a particular future period, and defining settlement parameters wherein a value recognized by an investor in said instrument at the time of settlement relates at least in part to the correlation between said projected mortality rate and actually-incurred mortality rate for the age cohort during at least a portion of the period.
    Type: Application
    Filed: July 8, 2009
    Publication date: October 29, 2009
    Inventors: Alex Dubitsky, Wendell Dave Dowrich, Nigel Knowles, Ethan Bronsnick
  • Method And Systems Of Structuring A Derivative Financial Instrument
    Publication number: 20090138413
    Abstract: The invention provides methods of extrapolating at least one future mortality rate by calculating a current year mortality rate for a particular age cohort, and applying a series of improvement factors to the current year mortality rate. The invention further provides methods of structuring a derivative financial instrument by providing projected going-forward mortality rates reflective of a degree of improvement in mortality rate experience for particular age cohorts for a particular future period, and defining settlement parameters wherein a value recognized by an investor in said instrument at the time of settlement relates at least in part to the correlation between said projected mortality rate and actually-incurred mortality rate for the age cohort during at least a portion of the period.
    Type: Application
    Filed: February 4, 2009
    Publication date: May 28, 2009
    Applicant: CREDIT SUISSE FIRST BOSTON LLC
    Inventors: Alex Dubitsky, Wendell Dave Dowrich, Nigel Knowles, Ethan Bronsnick
  • System and method for providing mortality rate information and employing it for structuring and analysis of financial instruments
    Publication number: 20070033119
    Abstract: The invention provides methods of extrapolating at least one future mortality rate by calculating a current year mortality rate for a particular age cohort, and applying a series of improvement factors to the current year mortality rate. The invention further provides methods of structuring a derivative financial instrument by providing projected going-forward mortality rates reflective of a degree of improvement in mortality rate experience for particular age cohorts for a particular future period, and defining settlement parameters wherein a value recognized by an investor in said instrument at the time of settlement relates at least in part to the correlation between said projected mortality rate and actually-incurred mortality rate for the age cohort during at least a portion of the period.
    Type: Application
    Filed: August 2, 2005
    Publication date: February 8, 2007
    Inventors: Alex Dubitsky, Wendell Dowrich, Nigel Knowles, Ethan Bronsnick