Reverse mortgages through artificial intelligence: new opportunities for the actuaries

DOI10.1007/s10203-020-00274-yzbMath1470.91226OpenAlexW3007742270MaRDI QIDQ2044799

Marilena Sibillo, Roberto Tizzano, Gabriella Piscopo, Emilia Di Lorenzo

Publication date: 10 August 2021

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-020-00274-y

zbMATH Keywords

neural networkartificial intelligencereal estatereverse mortgagepension product

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Actuarial mathematics (91G05)

Related Items (1)

Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages

Uses Software

• ElemStatLearn
• neuralnet

Cites Work

• Modeling and Forecasting U.S. Mortality
• Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk
• 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
• Application of data clustering and machine learning in variable annuity valuation
• Pension schemes versus real estate
• Approximation by Ridge Functions and Neural Networks
• Securitization of Longevity Risk in Reverse Mortgages
• Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions

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