摘要
在老龄化日趋严重的今天,住房反向抵押贷款作为一种重要的金融工具,正吸引着越来越多人的关注。本文探索住房反向抵押贷款在全球发展背景与当前中国环境的必然性,分析住房反向抵押贷款定价模型的效果因素,描述保险精算定价模型及其采用蒙特卡洛模拟的改进模型。此外,本文研究定价过程中主要因素的敏感性。最后,提出减少某些冒险的措施。
With the increasing aging problem,house-for-pension program is attracting more and more people's attention.As an important financial tool,reverse mortgage has been developed quite well in a number of developed countries across the globe.The article emphasizes on the pricing of reverse mortgage to research and expound.This paper tries to use a hybrid model to make a relatively comprehensive introduction of the product mix,pricing principle and the risk control of housing reverse mortgage.The potential issues that may confront during the course are discussed for future implementation.
作者
白阳
张月云
BAI Yang;ZHANG Yue-yun(Business School,Shandong University of Technology,Zibo 255000,China;Purdue University,West Lafayette 33172,USA)
出处
《价值工程》
2020年第34期113-114,共2页
Value Engineering
基金
山东省重点研发计划(软科学项目)“山东省新型住房反向抵押贷款模式风险控制研究与探索”的研究成果,项目编号:2019RKB01104。
关键词
山东省
定价决策
住房反向抵押
Shandong Province
pricing model
reverse mortgage
