Developing equity release markets: risk analysis for reverse mortgages and home reversions
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Recommendations
- Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk
- Profitability and risk profile of reverse mortgages: a cross-system and cross-plan comparison
- scientific article; zbMATH DE number 6342190
- 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
- Prepayment risk in reverse mortgages: an intensity-governed surrender model
Cites work
- A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis
- Early surrender and the distribution of policy reserves
- scientific article; zbMATH DE number 5299204 (Why is no real title available?)
- scientific article; zbMATH DE number 2199188 (Why is no real title available?)
- Inference in Linear Time Series Models with some Unit Roots
- 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
- Securitization of longevity risk in reverse mortgages
- Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates
- What does the yield curve tell us about GDP growth?
Cited in
(18)- Longevity risk and capital markets: the 2015--16 update
- Profitability and risk profile of reverse mortgages: a cross-system and cross-plan comparison
- Prepayment risk in reverse mortgages: an intensity-governed surrender model
- Longevity risk and capital markets: the 2019--20 update
- Reverse mortgages through artificial intelligence: new opportunities for the actuaries
- How profitable are equity release mortgages?
- Pension schemes versus real estate
- On non-negative equity guarantee calculations with macroeconomic variables related to house prices
- Editorial: Longevity risk and capital markets: the 2013--14 update
- Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk
- Longevity Risk and Capital Markets: The 2017–2018 Update
- Lifetime consumption and investment with housing, deferred annuities and home equity release
- Discounting the Discounted Projection Approach
- Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk
- Joint life care annuities to help retired couples to finance the cost of long-term care
- Reverse mortgage and risk profile awareness: proposals for securitization
- Optimal surrender policy for reverse mortgage loans
- Phase transitions in debt recycling
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