Pages that link to "Item:Q1616050"
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The following pages link to Lapse tables for lapse risk management in insurance: a competing risk approach (Q1616050):
Displaying 13 items.
- An application of sigmoid and double-sigmoid functions for dynamic policyholder behaviour (Q2044797) (← links)
- Modelling dynamic lapse with survival analysis and machine learning in CPI (Q2044802) (← links)
- The determinants of lapse rates in the Italian life insurance market (Q2209792) (← links)
- Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors (Q2374124) (← links)
- Valuation of equity-linked life insurance contracts with surrender guarantees in a regime-switching rational expectation model (Q2879033) (← links)
- Grouping of contracts in insurance using neural networks (Q5003353) (← links)
- APPLYING ECONOMIC MEASURES TO LAPSE RISK MANAGEMENT WITH MACHINE LEARNING APPROACHES (Q5019041) (← links)
- Modeling surrender risk in life insurance: theoretical and experimental insight (Q5042783) (← links)
- A Two-Part Beta Regression Approach for Modeling Surrenders and Withdrawals in a Life Insurance Portfolio (Q6110497) (← links)
- Long-term stability of a life insurer's balance sheet (Q6173887) (← links)
- Identifying the determinants of lapse rates in life insurance: an automated Lasso approach (Q6201517) (← links)
- A Dirichlet process mixture regression model for the analysis of competing risk events (Q6543150) (← links)
- On the cost of risk misspecification in insurance pricing (Q6670104) (← links)