Pension schemes versus real estate
From MaRDI portal
Publication:2241090
DOI10.1007/s10479-019-03241-yzbMath1481.91048OpenAlexW2943940108WikidataQ127888238 ScholiaQ127888238MaRDI QIDQ2241090
Valeria D'Amato, Roberto Tizzano, Marilena Sibillo, Steven Haberman, Emilia Di Lorenzo
Publication date: 8 November 2021
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://openaccess.city.ac.uk/id/eprint/22068/1/D%27Amato%20V.%20et%20al.%202018_25.02.pdf
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Risk models (general) (91B05)
Related Items
Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages ⋮ Reverse mortgages through artificial intelligence: new opportunities for the actuaries
Cites Work
- Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk
- On stochastic mortality modeling
- 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
- To borrow or insure? Long term care costs and the impact of housing
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- Securitization of Longevity Risk in Reverse Mortgages
- Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions
