The valuation of no-negative equity guarantees and equity release mortgages (Q2327079): Difference between revisions

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+A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
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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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+OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS
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+Evaluating the goodness of fit of stochastic mortality models
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+A Bayesian Multivariate Risk-Neutral Method for Pricing Reverse Mortgages
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+Profitability and risk profile of reverse mortgages: a cross-system and cross-plan comparison
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+On the valuation of reverse mortgages with regular tenure payments
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+Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk
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