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Life insurance and demographic change : an empirical analysis of surrender decisions based on panel data

Gemmo, Irina; Götz, Martin - 2016 - This version: December 2016

Households buy life insurance as part of their liquidity management. The option to surrender such a policy can serve as … household specific sociodemographic factors influence the surrender behavior of life insurance policyholders. Based on the Socio … construct a proxy to identify life insurance surrender in the data. We use this proxy to conduct fixed effect regressions and …

Persistent link: https://www.econbiz.de/10011585847

Research on lapse in life insurance : what has been done and what needs to be done?

Eling, Martin; Kochanski, Michael - 2012

Persistent link: https://www.econbiz.de/10010410072

Life insurance cash flows with policyholder behavior

Buchardt, Kristian; Møller, Thomas - In: Risks : open access journal 3 (2015) 3, pp. 290-317

model is considered, and it is shown how cash flows without policyholder behavior can be modified to include surrender and …

Persistent link: https://www.econbiz.de/10011300310

Research on lapse in life insurance : what has been done and what needs to be done?

Eling, Martin; Kochanski, Michael - In: Journal of risk finance : the convergence of financial … 14 (2013) 4, pp. 392-413

Persistent link: https://www.econbiz.de/10009788827

Dependent interest and transition rates in life insurance

Buchardt, Kristian - In: Insurance / Mathematics & economics 55 (2014), pp. 167-179

Persistent link: https://www.econbiz.de/10010366181

Lapse risk in life insurance : correlation and contagion effects among policyholders' behaviors

Barsotti, Flavia; Milhaud, Xavier; Salhi, Yahia - In: Insurance / Mathematics & economics 71 (2016), pp. 317-331

Persistent link: https://www.econbiz.de/10011630860

Life insurance settlement and the monopolistic insurance market

Hong, Jimin; Seog, S. Hun - In: Insurance / Mathematics & economics 81 (2018), pp. 36-50

Persistent link: https://www.econbiz.de/10011904615

Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees

Kirkby, J. Lars; Aguilar, Jean-Philippe - In: Scandinavian actuarial journal 2023 (2023) 6, pp. 624-654

Persistent link: https://www.econbiz.de/10014383864

Research on lapse in life insurance: what has been done and what needs to be done?

Eling, Martin; Kochanski, Michael - In: Journal of Risk Finance 14 (2013) July, pp. 392-413

Purpose – The purpose of this paper is to review research on lapse in life insurance and to outline potential new areas of research in this field. Design/methodology/approach – The authors consider theoretical lapse rate models as well as empirical research on life insurance lapse and...

Persistent link: https://www.econbiz.de/10010815086

Valuation of general GMWB annuities in a low interest rate environment

Fontana, Claudio; Rotondi, Francesco - In: Insurance / Mathematics & economics 112 (2023), pp. 142-167

Persistent link: https://www.econbiz.de/10014446751

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