Estimating the No-Negative-Equity Guarantee in Reverse Mortgages: International Sensitivity Analysis-Reference-Cited by-同舟云学术

Estimating the No-Negative-Equity Guarantee in Reverse Mortgages: International Sensitivity Analysis

Published:2018 Issue: Volume: Page:223-239
ISSN:1431-1941
Container-title:New Methods in Fixed Income Modeling
language:
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Author:

de la Fuente Iván,Navarro Eliseo,Serna Gregorio

Publisher

Springer International Publishing

Link

http://link.springer.com/content/pdf/10.1007/978-3-319-95285-7_13

Reference15 articles.

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2. Buhlmann, H., Delbaen, F., Embrechts, P., & Shiryaev, N. (1996). No-arbitrage, change of measure and conditional esscher transforms. CWI Quarterly, 9, 291–317.

3. Chang, C., Wang, C., & Yang, C. (2012). The effects of macroeconomic factors on pricing mortgage insurance contracts. Journal of Risk and Insurance, 79, 867–895.

4. Chen, H., Cox, S. H., & Wang, S. (2010). Is the home equity conversion mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform. Insurance: Mathematics and Economics, 46, 371–384.

5. Fisher, J. D., Geltner, D. M., & Webb, R. B. (1994). Value indices of commercial real estate: a comparison of index construction methods. Journal of Real Estate Finance and Economics, 9, 137–164.

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