Reverse mortgage: a neural network approach for pricing and risk assessment
Autor(a) principal: | |
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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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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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Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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RCAAP |
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RCAAP |
reponame_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
repository.name.fl_str_mv |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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1799138000288874496 |