When do securitized reverse mortgages become liabilities
Year of publication: |
2013
|
---|---|
Authors: | Ortiz, Carlos E. ; Stone, Charles A. ; Zissu, Anne-Marie |
Published in: |
The journal of structured finance. - New York, NY : Pageant Media, Ltd., ISSN 1551-9783, ZDB-ID 2233898-6. - Vol. 19.2013, 1, p. 57-64
|
Subject: | Umkehrhypothek | Reverse mortgage | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Kreditrisiko | Credit risk | USA | United States |
-
Determining an optimal principal limit factor for reverse mortgages under economics-based models
Chiang, Shu Ling, (2021)
-
Valuation of reverse mortgages under (limited) default risk
Kolbe, Andreas, (2010)
-
Crypto-coins and credit risk : modelling and forecasting their probability of death
Fantazzini, Dean, (2022)
- More ...
-
Ortiz, Carlos E., (2009)
-
Delta hedging a multi-fixed-income-securities portfolio under gamma and vega constraints
Ortiz, Carlos E., (2009)
-
Ortiz, Carlos E., (2013)
- More ...