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Persistent link: https://www.econbiz.de/10011752521
This paper assesses the risk of a mass lapse event in life insurance. The rarity of the event and the complexity of policyholder behavior, make the risk assessment of such a scenario difficult. Using a simulation study, we evaluate how different estimation methods can assess the scenario when...
Persistent link: https://www.econbiz.de/10012849239
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