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Life Insurance Cash Flows with Policyholder Behavior
4 references·0 citing·12 second hop
Life Insurance Cash Flows with Policyholder Behavior (2015)Life Insurance Cash Flows with Policyhold…Cash flows and policyholder behaviour in the semi-Markov life insurance setup (2014)Cash flows and policyholder b…Lapse rate modeling: a rational expectation approach (2008)Lapse rate modeling: a ration…Reserves in Life and Pension Insurance (1991)Reserves in Life and Pension …Markov Chain Models in Life Insurance (1969)Markov Chain Models in Life I…Point Processes and Queues (1981)Point Processes and Queues: Martingale Dynamics. (1983)APPLYING ECONOMIC MEASURES TO LAPSE RISK MANAGEMENT WITH MACHINE LEARNING APPROACHES (2021)An equilibrium characterization of the term structure (1977)Analyzing Convertible Bonds (1980)A Theory of the Term Structure of Interest Rates (1985)Research on lapse in life insurance: what has been done and what needs to be done? (2013)Optimal surrender policy for variable annuity guarantees (2014)Actuarial models for pricing disability benefits: Towards a unifying approach (1995)Differential equations for moments of present values in life insurance (1995)Stochastic Analysis of the Interaction Between Investment and Insurance Risks (1997)A theory of bonus in life insurance (1999)
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References

  • 1969Markov Chain Models in Life Insurance152 cited
  • 1991Reserves in Life and Pension Insurance113 cited
  • 2008Lapse rate modeling: a rational expectation approach53 cited
  • 2014Cash flows and policyholder behaviour in the semi-Markov life insurance setup39 cited

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