Narrow search
Showing 1 - 10 of 97
Cover Image
Risk Based Capital and Pricing for Reverse Mortgages Revisited
Sherris, Michael - 2011
to fund their retirement is the residential home. The reverse mortgage is a product that allows retirees to access the … mortgage products including the “no negative equity” guarantee as well as the risks arising from termination of loans. Risk … capital requirements for reverse mortgage products for providers in the Australian market. A Vector Autoregressive Model (VAR …
Persistent link: https://www.econbiz.de/10013133675
Cover Image
Developing Equity Release Markets : Risk Analysis for Reverse Mortgages and Home Reversions
Alai, Daniel H. - 2014
due to the dominance of reverse mortgage products in equity release markets worldwide. In this paper, we compare cash … flows and risk profiles from the provider's perspective for reverse mortgage and home reversion contracts. An at …
Persistent link: https://www.econbiz.de/10013064759
Cover Image
Risk analysis for reverse mortgages with different payout designs
Cho, Daniel; Hanewald, Katja; Sherris, Michael - In: Asia-Pacific journal of risk and insurance : APJRI 9 (2015) 1, pp. 77-105
Persistent link: https://www.econbiz.de/10010510810
Cover Image
Developing equity release markets : risk analysis for reverse mortgages and home reversions
Alai, Daniel H.; Chen, Hua; Cho, Daniel; Hanewald, Katja; … - In: North American actuarial journal 18 (2014) 1, pp. 217-241
Persistent link: https://www.econbiz.de/10011339010
Cover Image
House price models for banking and insurance applications : the impact of property characteristics
Shao, Adam W.; Hanewald, Katja; Sherris, Michael - In: Asia-Pacific journal of risk and insurance : APJRI 12 (2018) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10011813897
Cover Image
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
Cover Image
Portfolio Choice in Retirement - What is the Optimal Home Equity Release Product?
Hanewald, Katja - 2013
having access to either one of the two equity release products. Higher utility gains are found for the reverse mortgage as …
Persistent link: https://www.econbiz.de/10013080422
Cover Image
Portfolio Choice in Retirement : What is the Optimal Home Equity Release Product?
Hanewald, Katja - 2014
found for the reverse mortgage, as its product features allow for higher lump-sum payouts and provide downside protection …
Persistent link: https://www.econbiz.de/10013056467
Cover Image
Portfolio Choice in Retirement – What is the Optimal Home Equity Release Product?
Hanewald, Katja - 2014
found for the reverse mortgage, as its product features allow for higher lump-sum payouts and provide downside protection …
Persistent link: https://www.econbiz.de/10013057286
Cover Image
Solvency Capital, Pricing and Capitalization Strategies of Life Annuity Providers
Nirmalendran, Maathumai; Sherris, Michael; Hanewald, Katja - ARC Centre of Excellence in Population Ageing Research … - 2012
This paper provides a detailed quantitative assessment of the impact of solvency capital requirements on product pricing and shareholder value for a life insurer. A multi-period firm value maximization model for a life annuity provider, allowing for stochastic mortality and asset returns,...
Persistent link: https://www.econbiz.de/10010551690