Supporting Files NNEG project

74 27 324 2 1214 document 324 ArmaEgarch_plus_GBM_excelversion.xlsm application/vnd.ms-excel 4e67d4f7fd305986712a886d05a8985d MD5 34256983 2019-04-17 09:19:03 https://data.kent.ac.uk/74/1/ArmaEgarch_plus_GBM_excelversion.xlsm 74 1 1 application/vnd.ms-excel other main spreadsheet for NNEG calculations en public cc_by_sa_4

ArmaEgarch_plus_GBM_excelversion.xlsm

full_archive 325 2 1216 document 325 Matlab-NNEG.zip application/zip 212ed17bfc19796c299edabd6e9cd363 MD5 461314406 2019-04-17 09:50:19 https://data.kent.ac.uk/74/2/Matlab-NNEG.zip 74 2 2 application/zip archive Folder with Matlab coding files and Excel data input files used for producing calculation in the NNEG report en public cc_by_sa_4

Matlab-NNEG.zip

full_archive 326 2 1218 document 326 R-timeseries_fitting_diagnostics.zip application/zip 5a6420b0cbbfdf7744ec1e9943bcea7f MD5 74210 2019-04-17 09:53:32 https://data.kent.ac.uk/74/3/R-timeseries_fitting_diagnostics.zip 74 3 3 application/zip archive R coding files for goodness-of-fit testing and house price input files for NNEG report analysis en public cc_by_sa_4

R-timeseries_fitting_diagnostics.zip

full_archive 334 2 1261 document 334 ModelCalibration_FINAL_amended.pdf application/pdf b56cf58f82017518b555014ce291e811 MD5 2319669 2019-04-24 14:30:48 https://data.kent.ac.uk/74/4/ModelCalibration_FINAL_amended.pdf 1296 document 334 Corrigendum for Report 19Feb.pdf application/pdf 31d5f2564093817e706ea8af12beeb1a MD5 110280 2019-05-03 14:11:10 https://data.kent.ac.uk/74/4/Corrigendum%20for%20Report%2019Feb.pdf 74 4 4 application/pdf text Amended report of " UK Equity Release Mortgages: a review of the No Negative Equity Guarantee" report commisioned by IFoA and ABI en public cc_by_sa_4

ModelCalibration_FINAL_amended.pdf

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readme.txt

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readme http://eprints.org/relation/isVersionOf https://data.kent.ac.uk/id/document/334 http://eprints.org/relation/isVolatileVersionOf https://data.kent.ac.uk/id/document/334 http://eprints.org/relation/issmallThumbnailVersionOf https://data.kent.ac.uk/id/document/334 340 1 1269 document 340 indexcodes.txt text/x-c++ c5777120b227f0030863d6b296d386a3 MD5 21919 2019-04-24 14:51:17 https://data.kent.ac.uk/74/10/indexcodes.txt 74 10 10 text/x-c++ other Generate index codes conversion from text to indexcodes en public

indexcodes.txt

http://eprints.org/relation/isVersionOf https://data.kent.ac.uk/id/document/334 http://eprints.org/relation/isVolatileVersionOf https://data.kent.ac.uk/id/document/334 http://eprints.org/relation/isIndexCodesVersionOf https://data.kent.ac.uk/id/document/334 341 1 1270 document 341 indexcodes.txt text/x-c e5389e49b29b0708820f0553d25a0abd MD5 3416 2019-04-24 14:51:17 https://data.kent.ac.uk/74/11/indexcodes.txt 74 11 11 text/x-c other Generate index codes conversion from text to indexcodes en public

indexcodes.txt

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Corrigendum_for_Report_19Feb.pdf

documentation 350 2 1311 document 350 lightbox.jpg image/png a4d098b162286b5bef0d9316e8380158 MD5 22367 2019-05-07 15:40:05 https://data.kent.ac.uk/74/19/lightbox.jpg 74 19 19 image/png other Thumbnails conversion from text to thumbnail_lightbox en public

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readme http://eprints.org/relation/isVersionOf https://data.kent.ac.uk/id/document/349 http://eprints.org/relation/isVolatileVersionOf https://data.kent.ac.uk/id/document/349 http://eprints.org/relation/ispreviewThumbnailVersionOf https://data.kent.ac.uk/id/document/349 352 2 1313 document 352 medium.jpg image/png 4261578885bbdfd1e1acb2fa975407f4 MD5 7323 2019-05-07 15:40:05 https://data.kent.ac.uk/74/21/medium.jpg 74 21 21 image/png other Thumbnails conversion from text to thumbnail_medium en public

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readme http://eprints.org/relation/isVersionOf https://data.kent.ac.uk/id/document/349 http://eprints.org/relation/isVolatileVersionOf https://data.kent.ac.uk/id/document/349 http://eprints.org/relation/ismediumThumbnailVersionOf https://data.kent.ac.uk/id/document/349 353 2 1314 document 353 small.jpg image/png 7f12572f483b5d58ed7f0e23c909d7ba MD5 1421 2019-05-07 15:40:06 https://data.kent.ac.uk/74/22/small.jpg 74 22 22 image/png other Thumbnails conversion from text to thumbnail_small en public

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readme http://eprints.org/relation/isVersionOf https://data.kent.ac.uk/id/document/349 http://eprints.org/relation/isVolatileVersionOf https://data.kent.ac.uk/id/document/349 http://eprints.org/relation/issmallThumbnailVersionOf https://data.kent.ac.uk/id/document/349 354 1 1315 document 354 indexcodes.txt text/plain 1f04a1d4f9ed20a86fbdeb6f89818699 MD5 525 2019-05-07 15:40:06 https://data.kent.ac.uk/74/23/indexcodes.txt 74 23 23 text/plain other Generate index codes conversion from text to indexcodes en public

indexcodes.txt

http://eprints.org/relation/isVersionOf https://data.kent.ac.uk/id/document/349 http://eprints.org/relation/isVolatileVersionOf https://data.kent.ac.uk/id/document/349 http://eprints.org/relation/isIndexCodesVersionOf https://data.kent.ac.uk/id/document/349 archive 58 disk0/00/00/00/74 2019-05-07 15:21:21 2025-06-03 08:38:14 2019-05-07 15:21:21 data_collection show Tunaru Radu r.tunaru@kent.ac.uk 0000-0002-5623-9876 Quaye Enoch eq21@kent.ac.uk 0000-0002-6039-6989 Supporting Files NNEG project HA HG 41000 public The data associated with this record were created under the UUK Concordat to Support Research Integrity. The data are made available according the terms of the Creative Commons CC-BY licence. As such the data are offered as-is and as-available, and make no representations or warranties of any kind concerning the Licensed Material, whether express, implied, statutory, or other. In no event will the licensor, copyright owner or contributors be liable for any direct, indirect, incidental, special, exemplary or consequential damages or other losses costs, expenses or damages, however caused and under any theory of liability arising in any way out of the use of this data or any other information associated with this record and the files appended to it. These files were used to produce our results for the ERM project on NNEG valuation. Please note that the cash-flow analysis has been revamped. These files were used to produce our results for the ERM project on NNEG valuation. Please note that the cash-flow analysis has been revamped. This research project was jointly commissioned by the Institute and Faculty of Actuaries’ Actuarial Research Centre (ARC) and the Association of British Insurers. 2019-04-17 Institute and Faculty of Actuaries and Association of British Insurers UK Equity Release Mortgages: a review of the No Negative Equity Guarantee collection ERM Project project https://www.actuaries.org.uk/learn-and-develop/research-and-knowledge/actuarial-research-centre-arc/research-programmes/equity-release-mortgages-no-negative-equity-guarantee pub 2019-05-07 2019-05-07 2022-04-14 13200/2 0 Accounting and Finance 2025-06-03 14100 Kent Business School (do not use) English 2018-10-01 2019-02-28 10.22024/unikent/01.01.74