Reverse mortgages through artificial intelligence: new opportunities for the actuaries
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Publication:2044799
DOI10.1007/S10203-020-00274-YzbMATH Open1470.91226OpenAlexW3007742270MaRDI QIDQ2044799FDOQ2044799
Authors: Gabriella Piscopo, Marilena Sibillo, Roberto Tizzano, Emilia Di Lorenzo 
Publication date: 10 August 2021
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-020-00274-y
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Cites Work
- Modeling and forecasting U.S. mortality. (With discussion)
- Application of data clustering and machine learning in variable annuity valuation
- Approximation by Ridge Functions and Neural Networks
- Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk
- Securitization of longevity risk in reverse mortgages
- Developing equity release markets: risk analysis for reverse mortgages and home reversions
- 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
- Pension schemes versus real estate
Cited In (5)
- A Bayesian multivariate risk-neutral method for pricing reverse mortgages
- Securitization of longevity risk in reverse mortgages
- Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages
- Reverse mortgage and risk profile awareness: proposals for securitization
- Pension schemes versus real estate
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