Valuation of reverse mortgages with default risk models

C Bernard, A Kolkiewicz, J Tang - The Journal of Real Estate Finance and …, 2023 - Springer
Reverse mortgages are designed to offer additional sources of financing incomes to senior
homeowners. In the United States, home equity conversion mortgages (HECMs) are …

Framework for developing reverse mortgage market in Malaysia

MI Mohammed - 2018 - eprints.uthm.edu.my
Malaysia is expected to become an ageing nation by the year 2020 when the population of
the elderly people aged 60 years and above will hit the 10 percent globally recognised …

Pricing and Hedging of Emerging Products in Finance and Insurance

J Tang - 2018 - uwspace.uwaterloo.ca
This thesis addresses the pricing and hedging issues on the newly-developed financial and
insurance products, including simplified hedges for path-dependent options, variable …