Reverse mortgage and risk profile awareness: proposals for securitization
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Publication:6580709
DOI10.1002/ASMB.2664MaRDI QIDQ6580709FDOQ6580709
Authors: Emilia Di Lorenzo, Gabriella Piscopo, Marilena Sibillo, Roberto Tizzano 
Publication date: 29 July 2024
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Cites Work
- A theory of the term structure of interest rates
- An equilibrium characterization of the term structure
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- Numerical solution of jump-diffusion LIBOR market models
- Securitization, structuring and pricing of longevity risk
- Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk
- Securitization of longevity risk in reverse mortgages
- Developing equity release markets: risk analysis for reverse mortgages and home reversions
- Profitability and risk profile of reverse mortgages: a cross-system and cross-plan comparison
- Prepayment risk in reverse mortgages: an intensity-governed surrender model
- The valuation of no-negative equity guarantees and equity release mortgages
- Reverse mortgages through artificial intelligence: new opportunities for the actuaries
- Pension schemes versus real estate
- How profitable are equity release mortgages?
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