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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 - MaRDI portal

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 (Q659238)

From MaRDI portal





scientific article; zbMATH DE number 6004702
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English
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
scientific article; zbMATH DE number 6004702

    Statements

    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 (English)
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    10 February 2012
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    home equity conversion mortgage (HECM)
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    non-recourse provision
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    mortality modeling
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    conditional Esscher transform
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