Valuation of Equity Release Contracts in Poland Compared to the Czech Republic and the Slovak Republic

• Autorzy: Agnieszka Marciniuk
• Języki publikacji: EN

Słowa kluczowe

EN

Statistics; Capital

PL

Statystyka; Kapitał

• Czasopismo: Śląski Przegląd Statystyczny
• Rocznik: 2020
• Numer: nr 18 (24)
• Strony: 269--275

Twórcy

autor

Agnieszka Marciniuk

• Wroclaw University of Economics and Business, Poland

Bibliografia

• 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_yiel d_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

Identyfikatory

DOI

10.15611/sps.2020.18.18