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

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+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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+Improved Price Indexes for Real Estate: Measuring the Course of Swedish Housing Prices
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+Individual post-retirement longevity risk management under systematic mortality risk
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+Modeling and Forecasting U.S. Mortality
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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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+Securitization of Longevity Risk in Reverse Mortgages
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+Securitization, structuring and pricing of longevity risk
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