Loisel, Stéphane; Piette, Pierrick; Tsai, Cheng-Hsien Jason Applying economic measures to lapse risk management with machine learning approaches. (English) Zbl 1480.91224 ASTIN Bull. 51, No. 3, 839-871 (2021). MSC: 91G05 68T05 PDF BibTeX XML Cite \textit{S. Loisel} et al., ASTIN Bull. 51, No. 3, 839--871 (2021; Zbl 1480.91224) Full Text: DOI arXiv OpenURL
Baione, Fabio; Biancalana, Davide; De Angelis, Paolo An application of sigmoid and double-sigmoid functions for dynamic policyholder behaviour. (English) Zbl 1475.91281 Decis. Econ. Finance 44, No. 1, 5-22 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{F. Baione} et al., Decis. Econ. Finance 44, No. 1, 5--22 (2021; Zbl 1475.91281) Full Text: DOI OpenURL
Barucci, Emilio; Colozza, Tommaso; Marazzina, Daniele; Rroji, Edit The determinants of lapse rates in the Italian life insurance market. (English) Zbl 1452.91259 Eur. Actuar. J. 10, No. 1, 149-178 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{E. Barucci} et al., Eur. Actuar. J. 10, No. 1, 149--178 (2020; Zbl 1452.91259) Full Text: DOI Link OpenURL
Milhaud, Xavier; Dutang, Christophe Lapse tables for lapse risk management in insurance: a competing risk approach. (English) Zbl 1416.91209 Eur. Actuar. J. 8, No. 1, 97-126 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{X. Milhaud} and \textit{C. Dutang}, Eur. Actuar. J. 8, No. 1, 97--126 (2018; Zbl 1416.91209) Full Text: DOI HAL OpenURL
Russo, Vincenzo; Giacometti, Rosella; Fabozzi, Frank J. Intensity-based framework for surrender modeling in life insurance. (English) Zbl 1394.91230 Insur. Math. Econ. 72, 189-196 (2017). MSC: 91B30 62P05 91G30 PDF BibTeX XML Cite \textit{V. Russo} et al., Insur. Math. Econ. 72, 189--196 (2017; Zbl 1394.91230) Full Text: DOI OpenURL
Neves, César; de Melo, Eduardo Fraga L. Evaluating the technical provisions for traditional Brazilian annuity plans: continuous-time stochastic approach based on solvency principles. (English) Zbl 1414.91222 N. Am. Actuar. J. 20, No. 4, 420-436 (2016). MSC: 91B30 PDF BibTeX XML Cite \textit{C. Neves} and \textit{E. F. L. de Melo}, N. Am. Actuar. J. 20, No. 4, 420--436 (2016; Zbl 1414.91222) Full Text: DOI OpenURL
Barsotti, Flavia; Milhaud, Xavier; Salhi, Yahia Lapse risk in life insurance: correlation and contagion effects among policyholders’ behaviors. (English) Zbl 1371.91079 Insur. Math. Econ. 71, 317-331 (2016). MSC: 91B30 62P05 60G55 PDF BibTeX XML Cite \textit{F. Barsotti} et al., Insur. Math. Econ. 71, 317--331 (2016; Zbl 1371.91079) Full Text: DOI HAL OpenURL
Floryszczak, Anthony; Le Courtois, Olivier; Majri, Mohamed Inside the Solvency 2 black box: net asset values and solvency capital requirements with a least-squares Monte-Carlo approach. (English) Zbl 1371.91088 Insur. Math. Econ. 71, 15-26 (2016). MSC: 91B30 62P05 91G60 PDF BibTeX XML Cite \textit{A. Floryszczak} et al., Insur. Math. Econ. 71, 15--26 (2016; Zbl 1371.91088) Full Text: DOI OpenURL
Zhu, Zhiwei; Li, Zhi; Wylde, David; Failor, Michael; Hrischenko, George Logistic regression for insured mortality experience studies. (English) Zbl 1414.62426 N. Am. Actuar. J. 19, No. 4, 241-255 (2015). MSC: 62P05 62J12 91B30 PDF BibTeX XML Cite \textit{Z. Zhu} et al., N. Am. Actuar. J. 19, No. 4, 241--255 (2015; Zbl 1414.62426) Full Text: DOI OpenURL
Belaygorod, Anatoliy; Zardetto, Atilio; Liu, Yuanjin Bayesian modeling of shock lapse rates provides new evidence for emergency fund hypothesis. (English) Zbl 1414.91163 N. Am. Actuar. J. 18, No. 4, 501-514 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{A. Belaygorod} et al., N. Am. Actuar. J. 18, No. 4, 501--514 (2014; Zbl 1414.91163) Full Text: DOI OpenURL
Neves, César; Fernandes, Cristiano; Melo, Eduardo Forecasting surrender rates using elliptical copulas and financial variables. (English) Zbl 1414.91223 N. Am. Actuar. J. 18, No. 2, 343-362 (2014). MSC: 91B30 62P05 62M20 62H05 PDF BibTeX XML Cite \textit{C. Neves} et al., N. Am. Actuar. J. 18, No. 2, 343--362 (2014; Zbl 1414.91223) Full Text: DOI OpenURL
Henriksen, Lars Frederik Brandt; Nielsen, Jeppe Woetmann; Steffensen, Mogens; Svensson, Christian Markov chain modeling of policyholder behavior in life insurance and pension. (English) Zbl 1304.91111 Eur. Actuar. J. 4, No. 1, 1-29 (2014). MSC: 91B30 60J28 PDF BibTeX XML Cite \textit{L. F. B. Henriksen} et al., Eur. Actuar. J. 4, No. 1, 1--29 (2014; Zbl 1304.91111) Full Text: DOI OpenURL
Fier, Stephen G.; Liebenberg, Andre P. Life insurance lapse behavior. (English) Zbl 1412.91043 N. Am. Actuar. J. 17, No. 2, 153-167 (2013). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{S. G. Fier} and \textit{A. P. Liebenberg}, N. Am. Actuar. J. 17, No. 2, 153--167 (2013; Zbl 1412.91043) Full Text: DOI OpenURL
Ramsay, Colin M.; Arcila, Luis David Pricing funeral (burial) insurance in a microinsurance world with emphasis on Africa. (English) Zbl 1412.91054 N. Am. Actuar. J. 17, No. 1, 63-81 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{C. M. Ramsay} and \textit{L. D. Arcila}, N. Am. Actuar. J. 17, No. 1, 63--81 (2013; Zbl 1412.91054) Full Text: DOI OpenURL
Ng, Andrew Cheuk-Yin; Li, Johnny Siu-Hang Pricing and hedging variable annuity guarantees with multiasset stochastic investment models. (English) Zbl 1412.91052 N. Am. Actuar. J. 17, No. 1, 41-62 (2013). MSC: 91B30 62P05 62M10 PDF BibTeX XML Cite \textit{A. C. Y. Ng} and \textit{J. S. H. Li}, N. Am. Actuar. J. 17, No. 1, 41--62 (2013; Zbl 1412.91052) Full Text: DOI OpenURL
Milhaud, Xavier Exogenous and endogenous risk factors management to predict surrender behaviours. (English) Zbl 1282.91161 Astin Bull. 43, No. 3, 373-398 (2013). MSC: 91B30 91G50 62H30 PDF BibTeX XML Cite \textit{X. Milhaud}, ASTIN Bull. 43, No. 3, 373--398 (2013; Zbl 1282.91161) Full Text: DOI HAL OpenURL
De Giovanni, Domenico Lapse rate modeling: a rational expectation approach. (English) Zbl 1224.91150 Scand. Actuar. J. 2010, No. 1, 56-67 (2010). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91G20 91G40 62P05 PDF BibTeX XML Cite \textit{D. De Giovanni}, Scand. Actuar. J. 2010, No. 1, 56--67 (2010; Zbl 1224.91150) Full Text: DOI Link OpenURL