Bayesian Modeling of Shock Lapse Rates Provides New Evidence for Emergency Fund Hypothesis

DOI10.1080/10920277.2014.938545zbMath1414.91163OpenAlexW1986383823MaRDI QIDQ5379132

Anatoliy Belaygorod, Atilio Zardetto, Yuanjin Liu

Publication date: 28 May 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2014.938545

zbMATH Keywords

Bayesian multiple-block Gibbs samplingemergency fundshock lapse ratesterm life products

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

The determinants of lapse rates in the Italian life insurance market

Cites Work

• Modeling Surrender and Lapse Rates With Economic Variables
• Lapse rate modeling: a rational expectation approach
• Life Insurance Lapse Behavior
• Unnamed Item

This page was built for publication: Bayesian Modeling of Shock Lapse Rates Provides New Evidence for Emergency Fund Hypothesis