The valuation of no-negative equity guarantees and equity release mortgages

Author:

Dowd Kevin,Buckner Dean,Blake David,Fry John

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference20 articles.

1. The pricing of commodity contracts;Black;J. Financ. Econ.,1976

2. The eumaeus guide to equity release valuation: restating the case for a market consistent approach;Buckner,2019

3. A two-factor model for stochastic mortality with parameter uncertainty;Cairns;J. Risk Insur.,2006

4. A quantitative comparison of stochastic mortality models using data from England and Wales and the United States;Cairns;North Am. Actuar. J.,2009

5. Mortality density forecasts: An analysis of six stochastic mortality models;Cairns;Insur.: Math. Econ.,2011

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