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 === 104 === Burden on national economies are becoming heavier due to the costs of social welfare programs, like health care and annuities, for the increasing elder population. To address this problem, a new product “reverse mortgage” (RM), that allows an elder home owner (o...

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Bibliographic Details
Main Authors: Tai,Yung Ling, 戴永淩
Other Authors: Dai, Tian-Shyr
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/3rga99