The valuation of no-negative equity guarantees and equity release mortgages

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Publication date
2019-11Keyword
Actuarial scienceBlack '76 model
CBD mortality models
Equity release
No-negative equity guarantee
Prudential regulation
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© 2019 Elsevier B.V. All rights reserved. Reproduced in accordance with the publisher's self-archiving policy. This manuscript version is made available under the CC-BY-NC-ND 4.0 license.Peer-Reviewed
Yes