Pricing reverse mortgages in Spain

DOI10.1007/s13385-013-0071-yzbMath1270.91101OpenAlexW2089196665MaRDI QIDQ362034

R. Sala, Ana Debón, Francisco Montes

Publication date: 20 August 2013

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10251/43326

zbMATH Keywords

Lee-Carter modelremaining lifetimereverse mortgage

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Credit risk (91G40)

Uses Software

• forecast
• Forecast

Cites Work

• Unnamed Item
• A Bayesian forecasting model: predicting U.S. male mortality
• Distribution of the random future life expectancies in log-bilinear mortality projection models
• Bayesian Poisson log-bilinear mortality projections
• On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling
• Modelling residuals dependence in dynamic life tables: a geostatistical approach
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• On the forecasting of mortality reduction factors
• Lee-Carter mortality forecasting with age-specific enhancement.
• Modelling dependent data for longevity projections
• Modelling and forecasting mortality in Spain
• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
• Mortality Among the Elderly in Sweden 1988–1997
• Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach
• Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
• Bootstrapping the Poisson log-bilinear model for mortality forecasting
• The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications

This page was built for publication: Pricing reverse mortgages in Spain