The Distributions of Policy Reserves Considering the Policy‐Year Structures of Surrender Rates and Expense Ratios
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DOI: 10.1111/j.1539-6975.2009.01324.x
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References listed on IDEAS
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Citations
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Cited by:
- Martin Eling & Michael Kochanski, 2013.
"Research on lapse in life insurance: what has been done and what needs to be done?,"
Journal of Risk Finance, Emerald Group Publishing Limited, vol. 14(4), pages 392-413, August.
- Eling, Martin & Kochanski, Michael, 2012. "Research on Lapse in Life Insurance – What Has Been Done and What Needs to Be Done?," Working Papers on Finance 1224, University of St. Gallen, School of Finance.
- Huang, Hsiao-Tzu & Hwang, Yawen & Chan, Linus Fang-Shu & Tsai, Chenghsien Jason, 2024. "Value-enhancing modeling of surrenders and lapses," Insurance: Mathematics and Economics, Elsevier, vol. 119(C), pages 48-63.
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