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 |
| Published in: |
Asia-Pacific journal of risk and insurance : APJRI. - Berlin : De Gruyter, ISSN 2153-3792, ZDB-ID 2541118-4. - Vol. 9.2015, 1, p. 77-105
|
| Subject: | reverse mortgage | income stream | equity release | vector autoregressive model | stochastic discount factor | risk-based capital | Hypothek | Mortgage | Umkehrhypothek | Reverse mortgage | Diskontierung | Discounting |
| 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