A Model for Analyzing the Impact of Selective Lapsation on Mortality

DOI10.1080/10920277.1998.10595677zbMath1081.62566OpenAlexW2149643766MaRDI QIDQ5718273

Bruce L. Jones

Publication date: 13 January 2006

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

Full work available at URL: https://doi.org/10.1080/10920277.1998.10595677

Mathematics Subject Classification ID

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

Related Items (6)

Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors ⋮ Bivariate analysis of survivorship and persistency ⋮ Enhanced annuities and the impact of individual underwriting on an insurer's profit situation ⋮ Optimal Risk Classification with an Application to Substandard Annuities ⋮ Life insurance policy termination and survivorship ⋮ Applications of a multi-state risk factor/mortality model in life insurance

Cites Work

• Mortality and aging in a heterogeneous population: A stochastic process model with observed and unobserved variables
• A random-walk model of human mortality and aging
• Life table methods for heterogeneous populations: Distributions describing the heterogeneity

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