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Search: subject:"No-negative-equity guarantee"
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Hypothek
7
Mortgage
7
No-negative-equity guarantee
5
Equity release
3
Option pricing theory
3
Optionspreistheorie
3
Reverse mortgage
3
Option trading
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Put option
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Reflecting barrier
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Altenhilfe
1
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Basel Accord
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Basler Akkord
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Black '76 model
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Black ’76 model
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Black-Scholes model
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Black-Scholes-Modell
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CBD mortality model
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CBD mortality models
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CRRA utility
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Domestic care
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Elderly care
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Equity release mortgages
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Financing
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Finanzierung
1
Großbritannien
1
Home equity release
1
House price modeling
1
Häusliche Pflege
1
Immobilienfinanzierung
1
Immobilienpreis
1
Intensity process
1
Lifetime mortgage
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English
9
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Buckner, Dean
3
Dowd, Kevin
3
Hulley, Hardy
2
Lee, Yung-Tsung
2
Shi, Tianxiang
2
Andrews, Doug
1
Blake, David
1
Fry, John
1
Fuente, Iván de la
1
Navarro Arribas, Eliseo
1
Oberoi, Jaideep
1
Serna, Gregorio
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Thomas, Guy
1
Thomas, R. Guy
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
3
Economics letters
1
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
Journal of demographic economics : JODE
1
The Geneva papers on risk and insurance - issues and practice
1
The journal of real estate finance and economics
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1
Long-term option pricing with a lower reflecting barrier
Thomas, Guy
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
2
,
pp. 358-384
Persistent link: https://www.econbiz.de/10014320064
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2
How suitable are equity release mortgages as investments for pension funds?
Buckner, Dean
;
Dowd, Kevin
;
Hulley, Hardy
- In:
The Geneva papers on risk and insurance - issues and …
49
(
2024
)
2
,
pp. 259-269
Persistent link: https://www.econbiz.de/10014583139
Saved in:
3
Valuation of no-negative-equity guarantees with a lower reflecting barrier
Thomas, R. Guy
- In:
Annals of actuarial science : publ. by the Institute of …
15
(
2021
)
1
,
pp. 115-143
Persistent link: https://www.econbiz.de/10012505604
Saved in:
4
A market consistent approach to the valuation of no-negative equity guarantees and equity release mortgages
Buckner, Dean
;
Dowd, Kevin
;
Hulley, Hardy
- In:
Journal of demographic economics : JODE
89
(
2023
)
3
,
pp. 349-372
Persistent link: https://www.econbiz.de/10014365093
Saved in:
5
Valuation of reverse mortgages with surrender : a utility approach
Lee, Yung-Tsung
;
Shi, Tianxiang
- In:
The journal of real estate finance and economics
65
(
2022
)
4
,
pp. 593-621
Persistent link: https://www.econbiz.de/10013438653
Saved in:
6
Prepayment risk in reverse mortgages : an intensity-governed surrender model
Shi, Tianxiang
;
Lee, Yung-Tsung
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 68-82
Persistent link: https://www.econbiz.de/10012545266
Saved in:
7
Estimating regulatory capital requirements for reverse mortgages : an international comparison
Fuente, Iván de la
;
Navarro Arribas, Eliseo
;
Serna, …
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 239-252
Persistent link: https://www.econbiz.de/10012792955
Saved in:
8
The valuation of no-negative equity guarantees and equity release mortgages
Dowd, Kevin
;
Buckner, Dean
;
Blake, David
;
Fry, John
- In:
Economics letters
184
(
2019
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012304786
Saved in:
9
Home equity release for long-term care financing: an improved market structure and pricing approach
Andrews, Doug
;
Oberoi, Jaideep
- In:
Annals of actuarial science : publ. by the Institute of …
9
(
2015
)
1
,
pp. 85-107
Persistent link: https://www.econbiz.de/10011299175
Saved in:
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