Life insurance policy termination and survivorship

DOI10.1016/J.INSMATHECO.2014.06.011MaRDI QIDQ2513629zbMATH OpenOpenAlexFDO

Authors Emiliano A. Valdez, Jeyaraj Vadiveloo, Ushani Dias

Publication date 28 January 2015

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2014.06.011

zbMATH Keywords

duration modelsfinancial cost of terminationGB2 modelsGompertz modelsmortality selectionsurvivorship and persistency

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4032883 (Why is no real title available?)
• scientific article; zbMATH DE number 3789740 (Why is no real title available?)
• scientific article; zbMATH DE number 48304 (Why is no real title available?)
• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• A Generalization of the Gamma Distribution
• A Model for Analyzing the Impact of Selective Lapsation on Mortality
• An Economic Analysis of Life Insurance Company Expenses
• Bivariate analysis of survivorship and persistency
• Early surrender and the distribution of policy reserves
• Heavy-tailed longitudinal data modeling using copulas
• Lapse rate modeling: a rational expectation approach
• Some Generalized Functions for the Size Distribution of Income
• The Econometrics of Individual Risk
• Withdrawal Benefits under a Dependent Double Decrement Model

Cited in

(5)

• scientific article; zbMATH DE number 2069345 (Why is no real title available?)
• Life insurance surrender and liquidity risks
• Mortgage life insurance: a rationale for a time limit in switching rights
• Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age?
• Bivariate analysis of survivorship and persistency

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