Lapse risk modeling in insurance : a Bayesian mixture approach
Year of publication: |
2024
|
---|---|
Authors: | Lobo, Viviana G. R. ; Fonseca, Thaís C. O. da ; Alves, Mariane B. |
Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press, ISSN 1748-5002, ZDB-ID 2418917-0. - Vol. 18.2024, 1, p. 126-151
|
Subject: | Bayesian mixture survival model | Churn | lapse rate | persistency |
-
Costs of lapsation of life insurance policies
Padmavathi, V., (2007)
-
An application of sigmoid and double-sigmoid functions for dynamic policyholder behaviour
Baione, Fabio, (2021)
-
Life insurance lapse behaviour : evidence from China
Yu, Lu, (2019)
- More ...
-
Spatial stochastic frontier models : accounting for unobserved local determinants of inefficiency
Schmidt, Alexandra Mello, (2009)
-
Spatial stochastic frontier models : accounting for unobserved local determinants of inefficiency
Schmidt, Alexandra Mello, (2006)
-
Modelos GARCH assimétricos com inovações t-Student
Fonseca, Thaís C. O. da, (2013)
- More ...