Recommendations
- Modelling and forecasting mortality in Spain
- Pricing models of dynamic reverse mortgage
- Reverse mortgage model with a Markov interest rate process
- Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk
- Fair pricing of reverse mortgage without redemption right
Cites work
- A Bayesian forecasting model: predicting U.S. male mortality
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- Bayesian Poisson log-bilinear mortality projections
- Bootstrapping the Poisson log-bilinear model for mortality forecasting
- Closing and projecting life tables using log-linear models
- Distribution of the random future life expectancies in log-bilinear mortality projection models
- Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
- Lee-Carter mortality forecasting with age-specific enhancement.
- Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
- Modelling and forecasting mortality in Spain
- Modelling dependent data for longevity projections
- Modelling residuals dependence in dynamic life tables: a geostatistical approach
- Mortality Among the Elderly in Sweden 1988–1997
- On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling
- On the forecasting of mortality reduction factors
- The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
- Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach
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