Addressing the economic and demographic complexity via a neural network approach : risk measures for reverse mortgages
E. Di Lorenzo, G. Piscopo, M. Sibillo
| Year of publication: |
2024
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|---|---|
| Authors: | Di Lorenzo, Emilia ; Piscopo, Gabriella ; Sibillo, Marilena |
| Published in: |
Computational management science. - Heidelberg : Springer, ISSN 1619-6988, ZDB-ID 2107564-5. - Vol. 21.2024, 1, Art.-No. 11, p. 1-22
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| Subject: | CoVaR | House price risk | Longevity risk | Neural network quantile regression | Reverse mortgage | VaR | Risiko | Risk | Neuronale Netze | Neural networks | Immobilienpreis | Real estate price | Risikomaß | Risk measure | Sterblichkeit | Mortality | Umkehrhypothek | Hypothek | Mortgage | Theorie | Theory | Messung | Measurement | Wohneigentum | Homeownership |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10287-023-00491-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014442633