Lapse tables for lapse risk management in insurance: a competing risk approach
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References listed on IDEAS
- Buchardt, Kristian, 2014. "Dependent interest and transition rates in life insurance," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 167-179.
- Bacinello, Anna Rita, 2005. "Endogenous model of surrender conditions in equity-linked life insurance," Insurance: Mathematics and Economics, Elsevier, vol. 37(2), pages 270-296, October.
- Weiyu Kuo & Chenghsien Tsai & Wei‐Kuang Chen, 2003. "An Empirical Study on the Lapse Rate: The Cointegration Approach," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 70(3), pages 489-508, September.
- Milhaud, Xavier, 2013. "Exogenous And Endogenous Risk Factors Management To Predict Surrender Behaviours," ASTIN Bulletin, Cambridge University Press, vol. 43(3), pages 373-398, September.
- Anna Rita Bacinello, 2005. "Modelling the Surrender Conditions in Equity-Linked Life Insurance," CeRP Working Papers 39, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- David T. Russell & Stephen G. Fier & James M. Carson & Randy E. Dumm, 2013. "An Empirical Analysis of Life Insurance Policy Surrender Activity," Journal of Insurance Issues, Western Risk and Insurance Association, vol. 36(1), pages 35-57.
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- Abdul-Fatawu Majeed, 2020. "Accelerated Failure Time Models: An Application in Insurance Attrition [Modèles de temps de défaillance accéléré: une application dans l'attrition de l'assurance]," Post-Print hal-02953269, HAL.
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