Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk (Q492655): Difference between revisions
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Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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Property / Mathematics Subject Classification ID: 91D20 / rank | |||
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Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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Property / zbMATH DE Number: 6474323 / rank | |||
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equity release products | |||
Property / zbMATH Keywords: equity release products / rank | |||
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idiosyncratic house price risk | |||
Property / zbMATH Keywords: idiosyncratic house price risk / rank | |||
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stochastic mortality | |||
Property / zbMATH Keywords: stochastic mortality / rank | |||
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Wills-Sherris mortality model | |||
Property / zbMATH Keywords: Wills-Sherris mortality model / rank | |||
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longevity risk | |||
Property / zbMATH Keywords: longevity risk / rank | |||
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Revision as of 22:10, 30 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk |
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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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