Pricing reverse mortgages in Spain

DOI10.1007/s13385-013-0071-yzbMath1270.91101MaRDI QIDQ362034

R. Sala, Ana Debón, Francisco Montes

Publication date: 20 August 2013

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10251/43326

zbMATH Keywords

Lee-Carter model; remaining lifetime; reverse mortgage

Mathematics Subject Classification ID

91G60: Numerical methods (including Monte Carlo methods)

91G40: Credit risk

Uses Software

• forecast
• Forecast

Cites Work

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