Lapse tables for lapse risk management in insurance: a competing risk approach
From MaRDI portal
Publication:1616050
DOI10.1007/S13385-018-0165-7zbMath1416.91209OpenAlexW2790518625WikidataQ130184773 ScholiaQ130184773MaRDI QIDQ1616050
Xavier Milhaud, Christophe Dutang
Publication date: 31 October 2018
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-018-0165-7
Related Items (5)
Modeling surrender risk in life insurance: theoretical and experimental insight ⋮ Long-term stability of a life insurer's balance sheet ⋮ Identifying the determinants of lapse rates in life insurance: an automated Lasso approach ⋮ The determinants of lapse rates in the Italian life insurance market ⋮ Grouping of contracts in insurance using neural networks
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Modelling in life insurance -- a management perspective
- Pricing life insurance contracts with early exercise features
- Dependent interest and transition rates in life insurance
- A class of k-sample tests for comparing the cumulative incidence of a competing risk
- Cross-validation methods
- Dynamic regression models for survival data.
- Endogenous model of surrender conditions in equity-linked life insurance
- Modeling Surrender and Lapse Rates With Economic Variables
- Competing Risks and Multistate Models with R
- Inference for Events With Dependent Risks in Multiple Endpoint Studies
- A Proportional Hazards Model for the Subdistribution of a Competing Risk
- Cash flows and policyholder behaviour in the semi-Markov life insurance setup
- EXOGENOUS AND ENDOGENOUS RISK FACTORS MANAGEMENT TO PREDICT SURRENDER BEHAVIOURS
This page was built for publication: Lapse tables for lapse risk management in insurance: a competing risk approach
