Pricing Reverse Mortgage under Hull-White Interest Rate Model and Stochastic Mortality Model

碩士 === 國立交通大學 === 財務金融研究所 === 103 === The Reverse Mortgages, abbreviated as RM, provide a way to funding for retirement income and health care costs. RM converts a retiree’s mortgage into cash income by collateralizing house to bank to ensure the living standard of retiree. A RM holder can receive c...

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Bibliographic Details
Main Authors: Chang, Ching-Hsin, 張錦炘
Other Authors: Dai, Tian-Shry
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/07345497601981602630