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2020 | 18 (24) | 269-276
Article title

Valuation of equity release contracts in Poland compared to the Czech Republic and the Slovak Republic

Content
Title variants
Languages of publication
EN
Abstracts
Year
Issue
Pages
269-276
Physical description
Contributors
  • Wroclaw University of Economics and Business, Poland
References
  • Anderson, N., Breedon, F., Deacon, M., Derry, A., and Murphy, G. (1996). Estimating and interpreting the yield curve. Chichester: John Wiley & Sons. ISBN 0-471-96207-4
  • Blake, D., Cairns, A., Coughlan, A., Dowd, K., and MacMinn, R. (2013). The New Life Market. The Journal of Risk and Insurance, 80(3), 501-557, https://doi.org/10.1111/j.1539-6975.2012.01514.x
  • European Central Bank. (2018). Yield curve index. Retrieved May 2, 2018 from https://www.ecb.europa.eu/stats/financial_markets_and_interest_rates/euro_area_yield_curves/html/index.en.html
  • Hannewald, K., Post, T., and Sherris, M. (2016). Portfolio Choice in Retirement – What is the Optimal Home Equity Release Product? The Journal of Risk and Insurance, 83(2), 421-446, https://doi.org/10.1111/jori.12068
  • Human mortality database. Retrieved May 2, 2018 from http://mortality.org
  • Luciano, E., Spreeuw, J., and Vigna, E. (2016). Spouses’ dependence across generations and pricing impact on reversionary annuities. Risks, 4(2), 1-18, https://doi.org/10.3390/ risks4020016
  • Marciniuk, A. (2016). Małżeńska renta hipoteczna uwzględniająca zależność między przyszłym czasem trwania życia małżonków. Studia Ekonomiczne, Zeszyty Naukowe UE w Katowicach nr 297, UE Katowice Press, pp. 114-132, ISSN 2083-8611
  • Marciniuk, A. (2017). Marriage reverse annuity contract and reverse mortgage – application of a generalized model of reversionary annuity. In A. Gardoń, C. Kozyra, and
  • E. Mazurek (Eds.), Applications of mathematics and statistics in economics 2017 (Conference Proceedings). Wrocław: Wrocław University of Economics Press. ISBN 978-83-7695-693-0, 297-306, https://doi.org/10.15611/amse.2017.20.24
  • Marciniuk, A., and Zimková, E. (2018). Analysis of potential marriage reverse annuity contracts benefit in Slovak Republic. In 21st Applications of Mathematics and Statistics in Economics 2018, Conference Proceedings. Full text papers/Hronova Stanislava [et al.] (ed.), 2018, University of Economics, Prague, Oeconomica Publishing House, ISBN 9788024522777, 200-210.
  • Marciniuk, A., Zimková, E., Farkašovský, V., and Lawson, C. W. (2020). Valuation of Equity Release Contracts in the Czech Republic, the Republic of Poland and the Slovak Republic (Prague Economics Papers). DOI: 10.18267/j.pep.743
Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.desklight-7378f117-8432-4c53-b748-6265e5a14441
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