Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions

DOI10.1080/10920277.2014.882252zbMath1412.91028OpenAlexW3124181696MaRDI QIDQ5742671

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Publication date: 15 May 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2014.882252

zbMATH Keywords

risk analysisreverse mortgageequity release marketshome reversion contracts

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (13)

Lifetime consumption and investment with housing, deferred annuities and home equity release ⋮ On non-negative equity guarantee calculations with macroeconomic variables related to house prices ⋮ Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk ⋮ Joint life care annuities to help retired couples to finance the cost of long-term care ⋮ Longevity risk and capital markets: the 2015--16 update ⋮ Profitability and risk profile of reverse mortgages: a cross-system and cross-plan comparison ⋮ Editorial: Longevity risk and capital markets: the 2013--14 update ⋮ Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk ⋮ Pension schemes versus real estate ⋮ Prepayment risk in reverse mortgages: an intensity-governed surrender model ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ Reverse mortgages through artificial intelligence: new opportunities for the actuaries ⋮ Longevity Risk and Capital Markets: The 2017–2018 Update

Cites Work

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• What does the yield curve tell us about GDP growth?
• 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
• Early surrender and the distribution of policy reserves
• Inference in Linear Time Series Models with some Unit Roots
• A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis
• Securitization of Longevity Risk in Reverse Mortgages
• Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates

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