Valoración de la hipoteca inversa en Colombia

Londoño Céspedes, Verónica

dc.contributor.advisor	Isaza Cuervo, Felipe
dc.contributor.author	Londoño Céspedes, Verónica
dc.coverage.spatial	Lat: 06 15 00 N degrees minutes Lat: 6.2500 decimal degrees Long: 075 36 00 W degrees minutes Long: -75.6000 decimal degrees	eng
dc.coverage.spatial	Lat: 06 15 00 N degrees minutes Lat: 6.2500 decimal degreesLong: 075 36 00 W degrees minutes Long: -75.6000 decimal degrees
dc.date.accessioned	2021-06-01T15:41:47Z
dc.date.available	2021-06-01T15:41:47Z
dc.date.created	2020-05-26
dc.identifier.other	T 0004 2020
dc.identifier.uri	http://hdl.handle.net/11407/6356
dc.description	Este estudio contribuye al planteamiento de alternativas para la generación de ingresos en la etapa de retiro laboral. En este trabajo se evalúa la valoración de la hipoteca inversa vitalicia en el mercado colombiano. La hipoteca inversa es un producto financiero-actuarial que puede contribuir con la generación de rentas para los adultos mayores propietarios de una vivienda. El principal objetivo del trabajo es desarrollar un modelo para la determinación de las rentas mensuales que obtendría el beneficiario de este producto en Colombia. Para este trabajo el precio de la vivienda y el interés técnico del seguro de renta vitalicia se modelan a partir de un Movimiento Browniano Geométrico y un proceso con reversión a la media respectivamente, mientras que para la expectativa de vida se utilizan las tablas de mortalidad de rentistas válidos en Colombia. Los resultados muestran que la utilización de la hipoteca inversa en Colombia es viable y podría generar ingresos complementarios a sus tomadores.
dc.description.abstract	This study contributes to the proposal of alternatives for generating income in the retirement phase. This paper analyzes the valuation of life reverse mortgage in the Colombian market. The reverse mortgage is a financial-actuarial product that can contribute to the generation of income for elderly homeowners. The main goal of the work is to develop a model for determining the monthly income that the beneficiary of this product would get in Colombia. For this work, the price of housing and the technical interest of life annuity are modeled through a Geometric Brownian Movement and a mean reversion process, respectively. While, mortality tables of the Colombian population are used for estimating the life expectancy. The results show that the use of the reverse mortgage in Colombia is feasible and could generate a complementary income for the clients of the product.
dc.format.extent	p. 1-25
dc.format.medium	Electrónico
dc.format.mimetype	application/pdf
dc.language.iso	spa
dc.publisher	Universidad de Medellín	spa
dc.rights.uri	http://creativecommons.org/licenses/by-nc/4.0
dc.subject	Hipoteca inversa
dc.subject	Conversión de activos inmobiliarios
dc.subject	Movimiento Browniano Geométrico
dc.subject	Proceso de Ornstein Uhlenbeck
dc.subject	Tabla de mortalidad
dc.title	Valoración de la hipoteca inversa en Colombia
dc.rights.accessrights	info:eurepo/semantics/openAccess
dc.publisher.program	Maestría en Finanzas
dc.subject.lemb	Activos corrientes
dc.subject.lemb	Análisis del valores (control de costos)
dc.subject.lemb	Estadística vital
dc.subject.lemb	Hipotecas - Colombia
dc.subject.lemb	Pensiones anuales
dc.subject.keyword	Reverse mortgage
dc.subject.keyword	Equity release
dc.subject.keyword	Geometric Brownian Motion
dc.subject.keyword	Orstein Uhlenbeck process
dc.subject.keyword	Mortality table
dc.relation.citationstartpage	1
dc.relation.citationendpage	25
dc.audience	Comunidad Universidad de Medellín
dc.publisher.faculty	Facultad de Ingenierías
dc.publisher.place	Medellín
dc.type.hasversion	info:eu-repo/semantics/publishedVersion
dc.type.hasversion	info:eu-repo/semantics/acceptedVersion
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dc.rights.creativecommons	Attribution-NonCommercial-ShareAlike 4.0 International
dc.type.local	Tesis de Maestría
dc.type.driver	info:eu-repo/semantics/masterThesis
dc.identifier.reponame	reponame:Repositorio Institucional Universidad de Medellín	spa
dc.identifier.instname	instname:Universidad de Medellín	spa
dc.description.degreename	Magíster en Finanzas
dc.description.degreelevel	Maestría
dc.publisher.grantor	Universidad de Medellín

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