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Pension schemes versus real estate
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References

  • 2004Insurance: Mathematics and Economics1,308 cited
  • 2006A cohort-based extension to the Lee–Carter model for mortality reduction factors734 cited
  • 2009On Stochastic Mortality Modeling271 cited
  • 2015Younger Adults and Homeownership in Europe Through the Global Financial Crisis247 cited
  • 2016Reverse Mortgage Loans: A Quantitative Analysis166 cited
  • 2008Mortgage Product Innovation in Advanced Economies: More Choice, More Risk101 cited
  • 1997Appraisals, Transaction Incentives, and Smoothing88 cited
  • 2014Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions88 cited
  • 2015Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk84 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
  • 2008Securitization of Longevity Risk in Reverse Mortgages66 cited
  • 2015Explaining why, right or wrong, (Italian) households do not like reverse mortgages61 cited
  • 2015Portfolio Choice in Retirement—What is The Optimal Home Equity Release Product?59 cited

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  • 2018To borrow or insure? Long term care costs and the impact of housing32 cited
  • 2012Subprime Cities and the Twin Crises25 cited
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