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Multivariate risk-neutral pricing of reverse mortgages under the Bayesian framework
Li, Jackie
;
Kogure, Atsuyuki
;
Liu, Jia
- In:
Risks
7
(
2019
)
1
,
pp. 1-12
risk, interest rate risk and longevity risk. We adopt the
principle
of
maximum
entropy
in risk-neutralisation of these …
Persistent link: https://www.econbiz.de/10013200429
Saved in:
2
Multivariate risk-neutral pricing of reverse mortgages under the Bayesian framework
Li, Jackie
;
Kogure, Atsuyuki
;
Liu, Jia
- In:
Risks : open access journal
7
(
2019
)
1/11
,
pp. 1-12
risk, interest rate risk and longevity risk. We adopt the
principle
of
maximum
entropy
in risk-neutralisation of these …
Persistent link: https://www.econbiz.de/10012018623
Saved in:
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