Meeting the Challenges of Longevity: Lifetime Income from Real Estate

Author:

Di Lorenzo Emilia,Rania Francesco,Sibillo Marilena,Trotta Annarita

Publisher

Springer Nature Switzerland

Reference6 articles.

1. Coppola, M., Di Lorenzo, E., Sibillo, M.: Further remarks on risk sources measuring. The case of a life annuity portfolio. J. Actuarial Pract. 1993–2006 10, 229–242 (2002)

2. Di Lorenzo, E., Piscopo, G., Sibillo, M., Tizzano, R.: Reverse mortgage and risk profile awareness: proposals for securitization. Appl. Stoch. Model. Bus. Ind. 38(2), 353–369 (2022)

3. Fornero, E., Rossi, M.C., Brancati, M.C.U.: Explaining why, right or wrong (Italian) households do not like reverse mortgages. J. Pension Econ. Financ. 15(2), 180–202 (2016)

4. Frees, E.: Relative importance of risk sources in insurance systems. North Am. Actuarial J. 2(2), 34–52 (1998)

5. Li, J., Kogure, A., Liu, J.: Multivariate risk-neutral pricing of reverse mortgages under the Bayesian framework. Risks 7(11), 1–12 (2019)

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