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Valuation of no-negative-equity guarantees with a lower reflecting barrier

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Bibliographic Details
Published in: Annals of actuarial science 15(2021), 1 vom: März, Seite 115-143
Type of Resource: E-Book Component Part
Language: English
published:
2021
Series: : Annals of actuarial science, 15(2021), 1 vom: März, Seite 115-143
, volume:15
Subjects:
Equity release
Lifetime mortgage
NNEG
No-negative-equity guarantee
Put option
Reflecting barrier
Reverse mortgage
Aufsatz in Zeitschrift
Equity release
Lifetime mortgage
NNEG
No-negative-equity guarantee
Put option
Reflecting barrier
Reverse mortgage
Source: Verbunddaten SWB
Lizenzfreie Online-Ressourcen
ISSN: 1748-5002
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