Policyholder exercise behavior in life insurance: the state of affairs
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Publication:5379239
DOI10.1080/10920277.2017.1314816zbMATH Open1414.91161OpenAlexW1918315622MaRDI QIDQ5379239FDOQ5379239
Authors: Jin Gao, Thorsten Moenig, Eric R. Ulm, Nan Zhu, Daniel Bauer 
Publication date: 28 May 2019
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://scholarworks.gsu.edu/rmi_facpub/1
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Cites Work
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- Life insurance lapse behavior
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Cited In (17)
- The determinants of lapse rates in the Italian life insurance market
- Risk-neutral valuation of GLWB riders in variable annuities
- Variable annuity pricing, valuation, and risk management: a survey
- Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation
- Dating death: an empirical comparison of medical underwriters in the U.S. life settlements market
- Variable annuities: market incompleteness and policyholder behavior
- On consumer preferences and the willingness to pay for term life insurance
- An application of sigmoid and double-sigmoid functions for dynamic policyholder behaviour
- Text mining methods applied to insurance company customer calls: a case study
- Overview of Reserving Practices for Substandard Life Policies
- Analytic valuation of GMDB options with utility based asset allocation
- Taxation and policyholder behavior: the case of guaranteed minimum accumulation benefits
- Optimal fee structure of variable annuities
- Impact of demographic and economic variables on financial policy purchase timing decisions
- Pricing bounds and bang-bang analysis of the Polaris variable annuities
- Scenario selection with LASSO regression for the valuation of variable annuity portfolios
- The economics of a secondary market for variable annuities
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