Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk
type: Item
instance of: scholarly article
title: Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk
zbMATH Open document ID: 1348.91179
author: Adam W. Shao
author: Katja Hanewald
author: Michael Sherris
published in: Insurance Mathematics \& Economics
publication date: 2015-08-20T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91D20
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6474323
zbMATH Keywords: equity release products
zbMATH Keywords: idiosyncratic house price risk
zbMATH Keywords: stochastic mortality
zbMATH Keywords: Wills-Sherris mortality model
zbMATH Keywords: longevity risk
Wikidata QID: Q59202975
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2015.03.026
OpenAlex ID: W3123039335
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cites work: Securitization of Longevity Risk in Reverse Mortgages
cites work: Securitization, structuring and pricing of longevity risk
DOI: 10.1016/J.INSMATHECO.2015.03.026
description: scientific article; zbMATH DE number 6474323