Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages (Q6149578)

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scientific article; zbMATH DE number 7800186
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Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages
scientific article; zbMATH DE number 7800186

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    Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages (English)
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    6 February 2024
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    neural network quantile regression
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    VaR
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    CoVaR
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    reverse mortgage
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    longevity risk
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    house price risk
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