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Multivariate risk-neutral pricing of reverse mortgages under the Bayesian framework
Li, Jackie; Kogure, Atsuyuki; Liu, Jia - In: Risks : open access journal 7 (2019) 1/11, pp. 1-12
In this paper, we suggest a Bayesian multivariate approach for pricing a reverse mortgage, allowing for house price … three risk components simultaneously. Our numerical results based on Australian data suggest that a reverse mortgage would …
Persistent link: https://www.econbiz.de/10012018623
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Reverse mortgages for managing longevity risk in Korea
Yang, Jaehwan; Yuh, Yoonkyung - In: Hitotsubashi journal of economics 60 (2019) 1, pp. 21-40
Persistent link: https://www.econbiz.de/10012122369
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Reverse mortgages and the liquidity of housing wealth
Mayer, Christopher J.; Simons, Katerina Victorovna - 1993
Persistent link: https://www.econbiz.de/10000887818
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Determining an optimal principal limit factor for reverse mortgages under economics-based models
Chiang, Shu Ling; Tsai, Ming-shann; Wang, Chien-an - In: The journal of real estate finance and economics 63 (2021) 4, pp. 565-597
Persistent link: https://www.econbiz.de/10012653290
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Essays in relationship banking : the efficiency of savings-linked relationship lending and credit information sharing
Kirsch, Steffen - 2017
Persistent link: https://www.econbiz.de/10012216120
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Kalkulation von impliziten Optionsrechten des Kunden in der privaten Wohnungsbaufinanzierung
Gramatke, Wolf Christoph - 2011
Persistent link: https://www.econbiz.de/10008905681
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Bank compensation for penalty-free loan prepayment : theory and tests
Thorburn, Karin S.; Eckbo, B. Espen; Su, Xunhua - 2021
Persistent link: https://www.econbiz.de/10012586769
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Modeling credit losses for multiple loan portfolios
Gapko, Petr; S̆mid, Martin - In: Finance a úvěr 69 (2019) 6, pp. 558-579
Persistent link: https://www.econbiz.de/10012303180
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Stabilisation policy in a model of consumption, housing collateral and bank lending
Chadha, Jagjit; Corrado, Germana; Corrado, Luisa - 2013
a bank which prices credit risk. Savers own both firms and the commercial bank while borrowers require loans from the … commercial bank to effect their consumption plans. The bank lends at a premium over the interest rate on central bank money in …
Persistent link: https://www.econbiz.de/10009787418
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Consumption dynamics, housing collateral and stabilisation policies : a way forward for policy co-ordination?
Chadha, Jagjit; Corrado, Germana; Corrado, Luisa - 2018
Persistent link: https://www.econbiz.de/10011980565