Life insurance lapse behavior

DOI10.1080/10920277.2013.803438MaRDI QIDQ5742642zbMATH OpenOpenAlexFDO

Authors Stephen G. Fier, Andre P. Liebenberg

Publication date 15 May 2019

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

Full work available at URL https://doi.org/10.1080/10920277.2013.803438

zbMATH Keywords

large income shockslife insurance policy lapsesmicroeconomic model

Mathematics Subject Classification ID

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

Recommendations

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Cites work

• Modeling surrender and lapse rates with economic variables

Cited in

(9)

• The determinants of lapse rates in the Italian life insurance market
• Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors
• Reserve-dependent benefits and costs in life and health insurance contracts
• Life insurance policy termination and survivorship
• Applying economic measures to lapse risk management with machine learning approaches
• Life insurance surrender and liquidity risks
• Bayesian modeling of shock lapse rates provides new evidence for emergency fund hypothesis
• Policyholder exercise behavior in life insurance: the state of affairs
• Value-enhancing modeling of surrenders and lapses

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