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On the valuation of reverse mortgages with regular tenure payments
16 references·0 citing·42 second hop
On the valuation of reverse mortgages with regular tenure payments (2012)On the valuation of reverse mortgages wit…A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (2009)A Quantitative Comparison of …Evaluating and extending the Lee–Carter model for mortality forecasting: Bootstrap confidence interval (2005)Evaluating and extending the …Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts (2004)Stochastic mortality in life …Stochastic Calculus for Finance II: Continuous-Time Models (2004)Stochastic Calculus for Finan…Lee–Carter mortality forecasting with age-specific enhancement (2003)Lee–Carter mortality forecast…A Poisson log-bilinear regression approach to the construction of projected lifetables (2002)A Poisson log-bilinear regres…Mortality derivatives and the option to annuitise (2001)Mortality derivatives and the…Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality (2001)Evaluating the Performance of…The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications (2000)The Lee-Carter Method for For…A Class of Distortion Operators for Pricing Financial and Insurance Risks (2000)A Class of Distortion Operato…Valuation of Commodity Futures and Options Under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot (1998)Valuation of Commodity Future…Modeling and Forecasting U. S. Mortality (1992)Modeling and Forecasting U. S…A Generalized Valuation Model for Fixed-Rate Residential Mortgages (1992)A Generalized Valuation Model…The Efficiency of the Market for Single-Family Homes (1988)The Efficiency of the Market …Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…A Regression Method for Real Estate Price Index Construction (1963)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Rational herding in financial economics (1996)Is There a Bubble in the Housing Market? 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References

  • 1986Generalized autoregressive conditional heteroskedasticity23,378 cited
  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 1992Modeling and Forecasting U. S. Mortality2,347 cited
  • 1988The Efficiency of the Market for Single-Family Homes1,828 cited
  • 2004Stochastic Calculus for Finance II: Continuous-Time Models1,104 cited
  • 2002A Poisson log-bilinear regression approach to the construction of projected lifetables740 cited
  • 2009A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States691 cited
  • 2000A Class of Distortion Operators for Pricing Financial and Insurance Risks650 cited
  • 2001Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality526 cited
  • 2000The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications415 cited
  • 2003Lee–Carter mortality forecasting with age-specific enhancement397 cited
  • 2004Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts344 cited
  • 1992A Generalized Valuation Model for Fixed-Rate Residential Mortgages336 cited
  • 2001Mortality derivatives and the option to annuitise322 cited
  • 1998

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Valuation of Commodity Futures and Options Under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot
263 cited
  • 2005Evaluating and extending the Lee–Carter model for mortality forecasting: Bootstrap confidence interval208 cited
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