| LDR | | | 00000cab a2200000 4500 |
| 001 | | | MAP20140017263 |
| 003 | | | MAP |
| 005 | | | 20140520144323.0 |
| 008 | | | 140519e20140203esp|||p |0|||b|spa d |
| 040 | | | $aMAP$bspa$dMAP |
| 084 | | | $a7 |
| 100 | 1 | | $0MAPA20140008766$aKogure, Atsuyuki |
| 245 | 1 | 2 | $aA Bayesian multivariate risk-neutral method for pricing reverse mortgages$cAtsuyuki Kogure, Jackie Li, Shinichi Kamiya |
| 520 | | | $aIn this article, we propose a Bayesian multivariate framework to price reverse mortgages that involve several risks in both insurance and financial sectors (e.g., mortality rates, interest rates, and house prices). Our method is a multivariate extension of the Bayesian risk-neutral method developed by Kogure and Kurachi. We apply the proposed method to Japanese data to examine the possibility for a successful introduction of reverse mortgages into Japan. The results suggest a promising future for this new market. |
| 773 | 0 | | $wMAP20077000239$tNorth American actuarial journal$dSchaumburg : Society of Actuaries, 1997-$x1092-0277$g03/02/2014 Tomo 18 Número 1 - 2014 |
| 856 | | | $yMÁS INFORMACIÓN$umailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A |
