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Profitability and risk profile of reverse mortgages : a cross-system and cross-plan comparison
Lee, Yung-Tsung; Kung, Ko-Lun; Liu, I-Chien - In: Insurance / Mathematics & economics 78 (2018), pp. 255-266
Persistent link: https://www.econbiz.de/10011825290
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Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks
Han, Nan-Wei; Hung, Mao-Wei - In: Insurance / Mathematics & economics 73 (2017), pp. 54-67
Persistent link: https://www.econbiz.de/10011702045
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Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
Chen, Zheng; Li, Zhongfei; Zeng, Yan; Sun, Jingyun - In: Insurance / Mathematics & economics 75 (2017), pp. 137-150
Persistent link: https://www.econbiz.de/10011740793
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Intergenerational sharing of unhedgeable inflation risk
Chen, Damiaan H. J.; Beetsma, Roel; Wijnbergen, Sweder van - In: Insurance / Mathematics & economics 113 (2023), pp. 140-160
Persistent link: https://www.econbiz.de/10014466209
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Is the Home Equity Conversion Mortgage in the United States sustainable? : evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Essch...
Chen, Hua; Cox, Samuel H.; Wang, Shaun S. - In: Insurance / Mathematics & economics 46 (2010) 2, pp. 371-384
Persistent link: https://www.econbiz.de/10003966600
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On the valuation of reverse mortgages with regular tenure payments
Lee, Yun-tsung; Wang, Chou-wen; Huang, Hong-chih - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 430-441
Persistent link: https://www.econbiz.de/10009672173
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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
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On non-negative equity guarantee calculations with macroeconomic variables related to house prices
Badescu, Alexandru; Quaye, Enoch; Tunaru, Radu - In: Insurance / Mathematics & economics 103 (2022), pp. 119-138
Persistent link: https://www.econbiz.de/10013198331
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To borrow or insure? : long term care costs and the impact of housing
Shao, Adam W.; Chen, Hua; Sherris, Michael - In: Insurance / Mathematics & economics 85 (2019), pp. 15-34
Persistent link: https://www.econbiz.de/10011990592
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Generalized Makeham's formula and economic profitability
Magni, Carlo Alberto - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 747-756
Persistent link: https://www.econbiz.de/10010227887