An innovative form of credit enhancement for securitized reverse mortgages : finding paths of cross-over points isolated from changes in interest and inflation rates
Year of publication: |
2013
|
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Authors: | Ortiz, Carlos E. ; Stone, Charles A. ; Zissu, Anne-Marie |
Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 14.2013, 4, p. 414-431
|
Subject: | Reverse mortgages | Cross-over | Securitization | Longevity risk | Credit enhancement | Verbriefung | Hypothek | Mortgage | Kreditrisiko | Credit risk | Sterblichkeit | Mortality | Zins | Interest rate |
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