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 (Q659238)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6004702
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | 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 |
scientific article; zbMATH DE number 6004702 |
Statements
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 (English)
0 references
10 February 2012
0 references
home equity conversion mortgage (HECM)
0 references
non-recourse provision
0 references
mortality modeling
0 references
conditional Esscher transform
0 references
0 references
0.7929443717002869
0 references
0.7680291533470154
0 references
0.7553867101669312
0 references
0.7521994113922119
0 references
