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A Semi-Markov Multiple State Model for Reverse Mortgage Terminations
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References

  • 1992Modeling and Forecasting U. S. Mortality2,311 cited
  • 2010Housing and urban development372 cited
  • 1996Annuity Valuation with Dependent Mortality256 cited
  • 1963THE MORTALITY OF WIDOWERS216 cited
  • 2009Actuarial Mathematics for Life Contingent Risks161 cited
  • 1964THE MORTALITY OF WIDOWS SHORTLY AFTER WIDOWHOOD112 cited
  • 2010Actuarial mathematics for life contingent risks103 cited
  • 1991Death after marital bereavement‐is the risk increased?96 cited
  • 2002A Multi-State Model of Disability for the United Kingdom: Implications for Future Need for Long-Term Care for the Elderly79 cited
  • 2009Is the Home Equity Conversion Mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform76 cited
  • 2009On Pricing and Hedging the No-Negative-Equity Guarantee in Equity Release Mechanisms76 cited
  • 2011Markovian Approaches to Joint-Life Mortality41 cited
  • 2010Fear of Loss and Happiness of Win: Properties and Applications13 cited

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