A Model for Analyzing the Impact of Selective Lapsation on Mortality

DOI10.1080/10920277.1998.10595677MaRDI QIDQ5718273zbMATH OpenOpenAlexFDO

Authors Bruce L. Jones

Publication date 13 January 2006

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

Full work available at URL https://doi.org/10.1080/10920277.1998.10595677

Mathematics Subject Classification ID

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

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• A random-walk model of human mortality and aging
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• Mortality and aging in a heterogeneous population: A stochastic process model with observed and unobserved variables

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• Bivariate analysis of survivorship and persistency
• Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors
• Life insurance policy termination and survivorship
• Applications of a multi-state risk factor/mortality model in life insurance
• Valuation of equity-linked life insurance contracts with surrender guarantees in a regime-switching rational expectation model
• Frailty modelling of time-to-lapse of single policies for customers holding multiple car contracts
• scientific article; zbMATH DE number 4119456 (Why is no real title available?)
• Optimal risk classification with an application to substandard annuities
• Life insurance lapse behavior
• Enhanced annuities and the impact of individual underwriting on an insurer's profit situation

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