政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/148684

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政大機構典藏 > 商學院 > 金融學系 > 期刊論文 > Item 140.119/148684

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/148684

Title:	Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk
Authors:	楊曉文 Yang, Sharon S.;Dai, Tian-Shyr;Liu, Liang-Chih
Contributors:	金融系
Keywords:	Reverse mortgage;Prepayment option;Early redemption charge;Optimal/intensity-based exercise policy
Date:	2023-07
Issue Date:	2023-12-13 13:54:45 (UTC+8)
Relation:	Quantitative Finance, Vol.23, No.9, pp.1325-1339
Data Type:	article
DOI 連結:	https://doi.org/10.1080/14697688.2023.2223649
DOI:	10.1080/14697688.2023.2223649
Appears in Collections:	[金融學系] 期刊論文

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