Profitability and risk profile of reverse mortgages: a cross-system and cross-plan comparison
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Publication:1697248
DOI10.1016/J.INSMATHECO.2017.09.019zbMath1398.91338OpenAlexW2763998209MaRDI QIDQ1697248
Ko-Lun Kung, I-Chien Liu, Yung-Tsung Lee
Publication date: 15 February 2018
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.09.019
risk analysisstochastic dominancehome equity conversion mortgageprofitability analysisreverse mortgages
Related Items (7)
On non-negative equity guarantee calculations with macroeconomic variables related to house prices ⋮ Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk ⋮ Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages ⋮ Prepayment risk in reverse mortgages: an intensity-governed surrender model ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ Longevity Risk and Capital Markets: The 2017–2018 Update ⋮ The valuation of no-negative equity guarantees and equity release mortgages
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