An application of sigmoid and double-sigmoid functions for dynamic policyholder behaviour

DOI10.1007/S10203-020-00279-7zbMath1475.91281OpenAlexW3016750353MaRDI QIDQ2044797

Davide Biancalana, Paolo De Angelis, Fabio Baione

Publication date: 10 August 2021

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-020-00279-7

zbMATH Keywords

logistic functionpolicyholder behaviourdouble-sigmoid functiondouble-step functionlapse rate

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (1)

A Two-Part Beta Regression Approach for Modeling Surrenders and Withdrawals in a Life Insurance Portfolio

Uses Software

• sicegar

Cites Work

• Unnamed Item
• Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
• Modeling Surrender and Lapse Rates With Economic Variables
• Double logistic curve in regression modeling
• Policyholder Exercise Behavior in Life Insurance: The State of Affairs

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