Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk
From MaRDI portal
Publication:492655
DOI10.1016/j.insmatheco.2015.03.026zbMath1348.91179OpenAlexW3123039335WikidataQ59202975 ScholiaQ59202975MaRDI QIDQ492655
Katja Hanewald, Adam W. Shao, Michael Sherris
Publication date: 20 August 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.03.026
longevity riskstochastic mortalityequity release productsidiosyncratic house price riskWills-Sherris mortality model
Derivative securities (option pricing, hedging, etc.) (91G20) Mathematical geography and demography (91D20)
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Cites Work
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- Improved Price Indexes for Real Estate: Measuring the Course of Swedish Housing Prices
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