The profitability of a Life Care Reverse Mortgage (LCRM) portfolio is studied according to its gender composition. The interaction between longevity risk and disability risk is analyzed, focusing on the impact dynamic on lender’s profitability.
Monitoring the interplay between longevity risk and health dynamics: the case of a Life Care Reverse Mortgage portfolio / Apicella, G., Di Lorenzo, E., Magni, G., Sibillo, M.. - (2026). (The 24th Conference of the International Federation of Operational Research Societies (IFORS2026 Vien, Austria July, 12-17 2026).
Monitoring the interplay between longevity risk and health dynamics: the case of a Life Care Reverse Mortgage portfolio
E. Di Lorenzo;
2026
Abstract
The profitability of a Life Care Reverse Mortgage (LCRM) portfolio is studied according to its gender composition. The interaction between longevity risk and disability risk is analyzed, focusing on the impact dynamic on lender’s profitability.File in questo prodotto:
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