Risk analysis for reverse mortgages with different payout designs
Daniel Cho, Katja Hanewald and Michael Sherris
| Year of publication: |
2015
|
|---|---|
| Authors: | Cho, Daniel ; Hanewald, Katja ; Sherris, Michael |
| Subject: | reverse mortgage | income stream | equity release | vector autoregressive model | stochastic discount factor | risk-based capital | Umkehrhypothek | Reverse mortgage | Hypothek | Mortgage | Theorie | Theory | Diskontierung | Discounting | VAR-Modell | VAR model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.1515/apjri-2014-0012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010510810