Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk (Q492655): Difference between revisions
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Revision as of 12:07, 6 February 2024
scientific article
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English | Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk |
scientific article |
Statements
Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk (English)
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20 August 2015
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equity release products
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idiosyncratic house price risk
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stochastic mortality
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Wills-Sherris mortality model
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longevity risk
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