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  • Search: subject:"principle of maximum entropy"
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Year of publication
Subject
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Bayesian modelling 2 house price risk 2 interest rate risk 2 longevity risk 2 principle of maximum entropy 2 reverse mortgage 2 risk-neutralisation 2 Bayes-Statistik 1 Bayesian inference 1 Entropie 1 Entropy 1 Homeownership 1 Hypothek 1 Immobilienpreis 1 Interest rate 1 Interest rate risk 1 Mortality 1 Mortgage 1 Real estate price 1 Reverse mortgage 1 Risiko 1 Risikoprämie 1 Risk 1 Risk premium 1 Sterblichkeit 1 Theorie 1 Theory 1 Umkehrhypothek 1 Wohneigentum 1 Zins 1 Zinsrisiko 1
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Online availability
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Free 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Kogure, Atsuyuki 2 Li, Jackie 2 Liu, Jia 2
Published in...
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Risks 1 Risks : open access journal 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
Cover Image
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
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Cover Image
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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