Reverse mortgage: a neural network approach for pricing and risk assessment

Detalhes bibliográficos
Autor(a) principal: Magurean, Maria-Magdalena
Data de Publicação: 2020
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/95591
Resumo: Dissertation presented as the partial requirement for obtaining a Master's degree in Statistics and Information Management, specialization in Risk Analysis and Management
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spelling Reverse mortgage: a neural network approach for pricing and risk assessmentRetirementReverse mortgagePricingRisk assessmentLong short term memory neural networksDissertation presented as the partial requirement for obtaining a Master's degree in Statistics and Information Management, specialization in Risk Analysis and ManagementPopulation aging and low precautionary savings rates has put European public social systems under strain. As a result, home-ownership among seniors as viable mean of income stream enhancement and welfare for seniors has been boldly encouraged by governments. Thus, equity release instruments for pensioners have been proposed by the market. These products are mostly encompassed in North America where the elderly are less reluctant to express their desire to transform housing into wealth. Still, southern European countries present large home-ownership rates and an aging low income population that may well unlock future demand. Whilst housing is a highly illiquid asset and emotional attachment as well as inconvenience of moving barriers may occur, in recent literature relatively new approaches to monetize homes have undergone major developments. Particularly, this study will be mainly concerned with the risk and profitability analysis of reverse mortgage schemes through actuarial and deep learning techniques in the attempt to conceive a framework that fully encompasses the valuation needs of companies willing to commercialize home equity based products.Bravo, Jorge Miguel VenturaRUNMagurean, Maria-Magdalena2020-04-03T07:52:49Z2020-03-262020-03-26T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/95591TID:202469557enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T04:43:38Zoai:run.unl.pt:10362/95591Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:38:23.982055Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Reverse mortgage: a neural network approach for pricing and risk assessment
title Reverse mortgage: a neural network approach for pricing and risk assessment
spellingShingle Reverse mortgage: a neural network approach for pricing and risk assessment
Magurean, Maria-Magdalena
Retirement
Reverse mortgage
Pricing
Risk assessment
Long short term memory neural networks
title_short Reverse mortgage: a neural network approach for pricing and risk assessment
title_full Reverse mortgage: a neural network approach for pricing and risk assessment
title_fullStr Reverse mortgage: a neural network approach for pricing and risk assessment
title_full_unstemmed Reverse mortgage: a neural network approach for pricing and risk assessment
title_sort Reverse mortgage: a neural network approach for pricing and risk assessment
author Magurean, Maria-Magdalena
author_facet Magurean, Maria-Magdalena
author_role author
dc.contributor.none.fl_str_mv Bravo, Jorge Miguel Ventura
RUN
dc.contributor.author.fl_str_mv Magurean, Maria-Magdalena
dc.subject.por.fl_str_mv Retirement
Reverse mortgage
Pricing
Risk assessment
Long short term memory neural networks
topic Retirement
Reverse mortgage
Pricing
Risk assessment
Long short term memory neural networks
description Dissertation presented as the partial requirement for obtaining a Master's degree in Statistics and Information Management, specialization in Risk Analysis and Management
publishDate 2020
dc.date.none.fl_str_mv 2020-04-03T07:52:49Z
2020-03-26
2020-03-26T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/95591
TID:202469557
url http://hdl.handle.net/10362/95591
identifier_str_mv TID:202469557
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
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