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On non-negative equity guarantee calculations with macroeconomic variables related to house prices
Work
Year: 2022
Type: article
Abstract: This article investigates the impact of macroeconomic fundamentals on the valuation of non-negative equity guarantee (NNEG) of equity release mortgages. The house price returns are modeled within the ... more
Source: Insurance Mathematics and Economics
Authors Alexandru Badescu, Enoch B. Quaye, Radu Tunaru
Institutions University of Calgary, University of Bristol, University of Sussex
Cites: 50
Cited by: 2
Related to: 10
FWCI: 0.381
Citation percentile (by year/subfield): 72.53
Topic: Housing Market and Economics
Subfield: Economics and Econometrics
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: hybrid
APC paid (est): $2,960
Funder Natural Sciences and Engineering Research Council of Canada