The determinants of lapse rates in the Italian life insurance market
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Publication:2209792
DOI10.1007/S13385-020-00227-0zbMATH Open1452.91259OpenAlexW3015102891MaRDI QIDQ2209792FDOQ2209792
Authors: Tommaso Colozza, Daniele Marazzina, Edit Rroji, Emilio Barucci 
Publication date: 4 November 2020
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10281/276308
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- Intensity-based framework for surrender modeling in life insurance
Cites Work
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- Title not available (Why is that?)
- Initial conditions and moment restrictions in dynamic panel data models
- Cox's regression model for counting processes: A large sample study
- Policyholder exercise behavior in life insurance: the state of affairs
- Boys will be boys: Gender, overconfidence, and common stock investment
- Modeling surrender and lapse rates with economic variables
- Cash flows and policyholder behaviour in the semi-Markov life insurance setup
- Exogenous and endogenous risk factors management to predict surrender behaviours
- Lapse tables for lapse risk management in insurance: a competing risk approach
- Bayesian modeling of shock lapse rates provides new evidence for emergency fund hypothesis
- Life insurance lapse behavior
Cited In (9)
- Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors
- Modelling dynamic lapse with survival analysis and machine learning in CPI
- Identifying the determinants of lapse rates in life insurance: an automated Lasso approach
- Life-cycle consumption and life insurance: empirical evidence from Italian survey
- Applying economic measures to lapse risk management with machine learning approaches
- A Model for Analyzing the Impact of Selective Lapsation on Mortality
- Frailty modelling of time-to-lapse of single policies for customers holding multiple car contracts
- Life insurance lapse behavior
- Bayesian modeling of shock lapse rates provides new evidence for emergency fund hypothesis
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