Discounting the Discounted Projection Approach

DOI10.1080/10920277.2021.1916537MaRDI QIDQ5877348zbMATH OpenOpenAlexFDO

Authors Dean Buckner, Kevin Dowd

Publication date 10 February 2023

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

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/10920277.2021.1916537

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Recommendations

• The valuation of no-negative equity guarantees and equity release mortgages
• How profitable are equity release mortgages?
• On non-negative equity guarantee calculations with macroeconomic variables related to house prices
• Developing equity release markets: risk analysis for reverse mortgages and home reversions
• 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

Cites work

• scientific article; zbMATH DE number 6137478 (Why is no real title available?)
• A quantitative comparison of stochastic mortality models using data from England and Wales and the United States
• How profitable are equity release mortgages?
• The pricing of options and corporate liabilities

Cited in

(3)

• Sensitivity of the Discount Rate to the Expected Payoff in Project Valuation
• How profitable are equity release mortgages?
• The valuation of no-negative equity guarantees and equity release mortgages

This page was built for publication: Discounting the Discounted Projection Approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5877348)