Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions

DOI10.1080/10920277.2014.882252zbMath1412.91028OpenAlexW3124181696MaRDI QIDQ5742671

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Publication date: 15 May 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2014.882252

zbMATH Keywords

risk analysisreverse mortgageequity release marketshome reversion contracts

Mathematics Subject Classification ID

Related Items (13)

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Cites Work

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• What does the yield curve tell us about GDP growth?
• 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
• Early surrender and the distribution of policy reserves
• Inference in Linear Time Series Models with some Unit Roots
• A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis
• Securitization of Longevity Risk in Reverse Mortgages
• Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates

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