Valuation of reverse mortgages with surrender : a utility approach
Year of publication: |
2022
|
---|---|
Authors: | Lee, Yung-Tsung ; Shi, Tianxiang |
Subject: | CRRA utility | No-negative-equity guarantee | Refinance | Reverse mortgage | Surrender | Theorie | Theory | Hypothek | Mortgage | Nutzen | Utility | Umkehrhypothek |
-
Prepayment risk in reverse mortgages : an intensity-governed surrender model
Shi, Tianxiang, (2021)
-
Valuation of no-negative-equity guarantees with a lower reflecting barrier
Thomas, R. Guy, (2021)
-
Estimating regulatory capital requirements for reverse mortgages : an international comparison
Fuente, Iván de la, (2021)
- More ...
-
Prepayment risk in reverse mortgages : an intensity-governed surrender model
Shi, Tianxiang, (2021)
-
Optimal asset allocation for a general portfolio of life insurance policies
Huang, Hong-Chih, (2010)
-
On the valuation of reverse mortgages with regular tenure payments
Lee, Yung-Tsung, (2012)
- More ...