On the valuation of reverse mortgages with regular tenure payments
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Shao, Adam W. & Hanewald, Katja & Sherris, Michael, 2015. "Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 76-90.
- Kim, Joseph H.T. & Li, Johnny S.H., 2017. "Risk-neutral valuation of the non-recourse protection in reverse mortgages: A case study for Korea," Emerging Markets Review, Elsevier, vol. 30(C), pages 133-154.
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More about this item
KeywordsReverse mortgages; Annuity payments; Option pricing; Dimension reduction;
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