The determinants of lapse rates in the Italian life insurance market

DOI10.1007/s13385-020-00227-0zbMath1452.91259OpenAlexW3015102891MaRDI QIDQ2209792

Daniele Marazzina, Edit Rroji, Tommaso Colozza, Emilio Basrucci

Publication date: 4 November 2020

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10281/276308

zbMATH Keywords

survival analysisgeneralized linear modelsdynamic panellapses

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (1)

Identifying the determinants of lapse rates in life insurance: an automated Lasso approach

Uses Software

• xtabond2

Cites Work

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• Initial conditions and moment restrictions in dynamic panel data models
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• Modeling Surrender and Lapse Rates With Economic Variables
• Cash flows and policyholder behaviour in the semi-Markov life insurance setup
• Bayesian Modeling of Shock Lapse Rates Provides New Evidence for Emergency Fund Hypothesis
• Policyholder Exercise Behavior in Life Insurance: The State of Affairs
• EXOGENOUS AND ENDOGENOUS RISK FACTORS MANAGEMENT TO PREDICT SURRENDER BEHAVIOURS
• Life Insurance Lapse Behavior

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