山东省住房反向抵押贷款定价决策研究

Pricing Model of Reverse Mortgage in Shandong Province

在老龄化日趋严重的今天,住房反向抵押贷款作为一种重要的金融工具,正吸引着越来越多人的关注。本文探索住房反向抵押贷款在全球发展背景与当前中国环境的必然性,分析住房反向抵押贷款定价模型的效果因素,描述保险精算定价模型及其采用蒙特卡洛模拟的改进模型。此外,本文研究定价过程中主要因素的敏感性。最后,提出减少某些冒险的措施。

With the increasing aging problem,house-for-pension program is attracting more and more people's attention.As an important financial tool,reverse mortgage has been developed quite well in a number of developed countries across the globe.The article emphasizes on the pricing of reverse mortgage to research and expound.This paper tries to use a hybrid model to make a relatively comprehensive introduction of the product mix,pricing principle and the risk control of housing reverse mortgage.The potential issues that may confront during the course are discussed for future implementation.