Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk (Q492655)

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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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