Risk-neutral valuation of the non-recourse protection in reverse mortgages : a case study for Korea
Joseph H.T. Kim, Johnny S.H. Li
| Year of publication: |
March 2017
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|---|---|
| Authors: | Kim, Joseph H. T. ; Li, Johnny S. H. |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 30.2017, p. 133-154
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| Subject: | Conditional heteroscedasticity | Correlations | DCC-GARCH | Longevity risk | Minimum entropy | Sterblichkeit | Mortality | Südkorea | South Korea | Entropie | Entropy | Korrelation | Correlation | Risiko | Risk | ARCH-Modell | ARCH model | Theorie | Theory | Hypothek | Mortgage |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2016.10.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011803025