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On the valuation of reverse mortgages with regular tenure payments · Study

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ArticleOn the valuation of reverse mortgages with regular tenure payments

Yung-Tsung Lee2012

Article2012

On the valuation of reverse mortgages with regular tenure payments

Yung-Tsung Lee · Chou‐Wen Wang · Hong‐Chih Huang

52 citations·0/0 files stored·Insurance Mathematics and Economics

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Housing Market and Economics Stochastic processes and financial applications Insurance, Mortality, Demography, Risk Management

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References

1986Generalized autoregressive conditional heteroskedasticity 1985A Theory of the Term Structure of Interest Rates 1992Modeling and Forecasting U. S. Mortality 1988The Efficiency of the Market for Single-Family Homes 2004Stochastic Calculus for Finance II: Continuous-Time Models 2002A Poisson log-bilinear regression approach to the construction of projected lifetables 2009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States 2000A Class of Distortion Operators for Pricing Financial and Insurance Risks

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Year2012

Typearticle

Published2012-06-28

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations52

Files0 public / 0

ShelfHousing Market and Economics

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doi10.1016/j.insmatheco.2012.06.008

openalex_workW2005266978

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