Prepayment risk in reverse mortgages : an intensity-governed surrender model
Tianxiang Shi, Yung-Tsung Lee
| Year of publication: |
2021
|
|---|---|
| Authors: | Shi, Tianxiang ; Lee, Yung-Tsung |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 98.2021, p. 68-82
|
| Subject: | Intensity process | No-negative-equity guarantee | Prepayment | Reverse mortgage | Surrender | Hypothek | Mortgage | Umkehrhypothek |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.02.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012545266