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Closed-form mortgage valuation using reduced-form model
Liao, Szu-Lang; Tsai, Ming-shann; Chiang, Shu-ling - In: Real estate economics : journal of the American Real … 36 (2008) 2, pp. 313-347
Persistent link: https://www.econbiz.de/10003764870
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Analyzing yield, duration and convexity of mortgage loans under prepayment and default risks
Tsai, Ming-shann; Liao, Szu-Lang; Chiang, Shu-ling - In: Journal of housing economics 18 (2009) 2, pp. 92-103
Persistent link: https://www.econbiz.de/10003877147
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Securitisation of crossover risk in reverse mortgages
Huang, Hong-chih; Wang, Chou-wen; Miao, Yuan-chi - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 622-647
Persistent link: https://www.econbiz.de/10009503504
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On the valuation of reverse mortgages with regular tenure payments
Lee, Yun-tsung; Wang, Chou-wen; Huang, Hong-chih - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 430-441
Persistent link: https://www.econbiz.de/10009672173