有赎回权的住房反向抵押贷款定价模型的定量研究

Quantitative research on the pricing of reverse mortgage with right of redemption

针对有赎回权、有期限的住房逆抵押贷款产品,作了较具体的定量测算,并与相同情况下无赎回权、有期限的住房反向抵押贷款产品的定量精算结果进行比较.结果显示在申请人和支付方式均相同的情况下,有赎回权产品所得的支付额均低于无赎回权产品,其差额即为期权费。

This essay studied on the reverse mortgage with right of redemption by doing quantitative research, and compared the results with the reverse mortgage without right of redemption in the same conditions. The results shows that, in the same conditions of the applicant and payment, the amount paid by the reverse mortgage with right of redemption is always lower than the reverse mortgage without right of redemption proyides, furthermore, the difference is the option fee.