On pricing and hedging the no-negative-equity guarantee in equity release mechanisms
Year of publication: |
2010
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Authors: | Li, Johnny Siu-hang ; Hardy, Mary Rosalyn ; Tan, Ken Seng |
Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 77.2010, 2, p. 499-522
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Subject: | Hedging | Immobilienmarkt | Real estate market | ARCH-Modell | ARCH model | Großbritannien | United Kingdom | 1949-2007 |
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