Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk (Q492655): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2015.03.026
@@ Property / DOI: 10.1016/j.insmatheco.2015.03.026 / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2015.03.026
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+W3123039335
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@@ Property / cites work @@
+Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions
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+Consistent dynamic affine mortality models for longevity risk applications
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+Is the home equity conversion mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform
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+Individual post-retirement longevity risk management under systematic mortality risk
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+Modeling and Forecasting U.S. Mortality
@@ Property / cites work: Modeling and Forecasting U.S. Mortality / rank @@
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+On the valuation of reverse mortgages with regular tenure payments
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@@ Property / cites work @@
+Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk
+Normal rank
@@ Property / cites work @@
+Securitization of Longevity Risk in Reverse Mortgages
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@@ Property / cites work @@
+Securitization, structuring and pricing of longevity risk
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2015.03.026
@@ Property / DOI: 10.1016/J.INSMATHECO.2015.03.026 / rank @@
+Normal rank