Improving Risk Sharing and Borrower Incentives in Mortgage Design

DOI10.1080/10920277.2019.1634594zbMath1429.91306OpenAlexW3121451800WikidataQ126992564 ScholiaQ126992564MaRDI QIDQ5206139

Phelim P. Boyle, Johnny Siu-Hang Li, Yuchen Mei

Publication date: 18 December 2019

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

Full work available at URL: http://hdl.handle.net/11343/220009

zbMATH Keywords

risk sharinghousing marketmortgageborrower incentives

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Risk models (general) (91B05) Financial markets (91G15)

Cites Work

• Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
• Household Risk Management and Optimal Mortgage Choice
• A Bayesian Multivariate Risk-Neutral Method for Pricing Reverse Mortgages

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