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

DOI10.1007/s10287-023-00491-xMaRDI QIDQ6149578

Gabriella Piscopo, Marilena Sibillo, Emilia Di Lorenzo

Publication date: 6 February 2024

Published in: Computational Management Science (Search for Journal in Brave)

zbMATH Keywords

longevity riskCoVaRreverse mortgageVaRhouse price riskneural network quantile regression

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

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