Model risk in risk analysis for no-negative-equity-guarantees

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[HTML][HTML] On non-negative equity guarantee calculations with macroeconomic variables related to house prices

A Badescu, E Quaye, R Tunaru - Insurance: Mathematics and Economics, 2022 - Elsevier
This article investigates the impact of macroeconomic fundamentals on the valuation of non-
negative equity guarantee (NNEG) of equity release mortgages. The house price returns are …
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