My bibliography
Save this item
Whole-life insurance lapse rates and the emergency fund hypothesis
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Nadine Gatzert & Gudrun Hoermann & Hato Schmeiser, 2009. "The Impact of the Secondary Market on Life Insurers’ Surrender Profits," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(4), pages 887-908, December.
- Behzad Alimoradian & Jeffrey Jakubiak & Stephane Loisel & Yahia Salhi, 2023. "Understanding Key Drivers of Participant Cash Flows for Individually Managed Stable Value Funds," Risks, MDPI, vol. 11(8), pages 1-27, August.
- Barsotti, Flavia & Milhaud, Xavier & Salhi, Yahia, 2016.
"Lapse risk in life insurance: Correlation and contagion effects among policyholders’ behaviors,"
Insurance: Mathematics and Economics,
Elsevier, vol. 71(C), pages 317-331.
- Flavia Barsotti & Xavier Milhaud & Yahia Salhi, 2016. "Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors," Working Papers hal-01282601, HAL.
- Ning Wang, 2023. "A dynamic analysis of the demand for life insurance during the 2008 financial crisis: evidence from the panel Survey of Consumer Finances," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 48(4), pages 733-759, October.
- Martin Eling & Michael Kochanski, 2013.
"Research on lapse in life insurance: what has been done and what needs to be done?,"
Journal of Risk Finance, Emerald Group Publishing Limited, vol. 14(4), pages 392-413, August.
- Eling, Martin & Kochanski, Michael, 2012. "Research on Lapse in Life Insurance – What Has Been Done and What Needs to Be Done?," Working Papers on Finance 1224, University of St. Gallen, School of Finance.
- Mathias Valla, 2024. "A Longitudinal Tree-Based Framework for Lapse Management in Life Insurance," Post-Print hal-04178278, HAL.
- Michael D. Eriksen & James M. Carson, 2017. "A Burning Question: Does Arson Increase When Local House Prices Decline?," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(1), pages 7-34, March.
- Christian Knoller & Gunther Kraut & Pascal Schoenmaekers, 2016. "On the Propensity to Surrender a Variable Annuity Contract: An Empirical Analysis of Dynamic Policyholder Behavior," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(4), pages 979-1006, December.
- Marco Aleandri & Alessia Eletti, 2021. "Modelling dynamic lapse with survival analysis and machine learning in CPI," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(1), pages 37-56, June.
- Kung, Ko-Lun & Hsieh, Ming-Hua & Peng, Jin-Lung & Tsai, Chenghsien Jason & Wang, Jennifer L., 2021. "Explaining the risk premiums of life settlements," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
- J. François Outreville, 2011. "The relationship between insurance growth and economic development - 80 empirical papers for a review of the literature," ICER Working Papers 12-2011, ICER - International Centre for Economic Research.
- Fabio Baione & Davide Biancalana & Paolo Angelis, 2021. "An application of Sigmoid and Double-Sigmoid functions for dynamic policyholder behaviour," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(1), pages 5-22, June.
- Barsotti, Flavia & Milhaud, Xavier & Salhi, Yahia, 2016.
"Lapse risk in life insurance: Correlation and contagion effects among policyholders’ behaviors,"
Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 317-331.
- Flavia Barsotti & Xavier Milhaud & Yahia Salhi, 2016. "Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors," Post-Print hal-01282601, HAL.
- Matthew C. Chang & Shi-jie Jiang, 2010. "Surrender Effects On Policy Reserves: A Simulation Analysis Of Investment Guarantee Contracts," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 4(4), pages 11-21.
- Marcos Escobar & Mikhail Krayzler & Franz Ramsauer & David Saunders & Rudi Zagst, 2016. "Incorporation of Stochastic Policyholder Behavior in Analytical Pricing of GMABs and GMDBs," Risks, MDPI, vol. 4(4), pages 1-36, November.
- Koijen, Ralph S.J. & Lee, Hae Kang & Van Nieuwerburgh, Stijn, 2024.
"Aggregate lapsation risk,"
Journal of Financial Economics, Elsevier, vol. 155(C).
- Ralph S. J. Koijen & Hae Kang Lee & Stijn Van Nieuwerburgh, 2022. "Aggregate Lapsation Risk," NBER Working Papers 30187, National Bureau of Economic Research, Inc.
- Srbinoski Bojan & Strozzi Fernanda & Poposki Klime & Born Patricia H., 2020. "Trends in Life Insurance Demand and Lapse Literature," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 14(2), pages 1-46, July.
- Siti Nurasyikin Shamsuddin & Noriszura Ismail & Nur Firyal Roslan, 2022. "What We Know about Research on Life Insurance Lapse: A Bibliometric Analysis," Risks, MDPI, vol. 10(5), pages 1-19, May.
- Xavier Milhaud & Christophe Dutang, 2018. "Lapse tables for lapse risk management in insurance: a competing risk approach," Post-Print hal-01727669, HAL.
- Gemmo, Irina & Götz, Martin, 2016. "Life insurance and demographic change: An empirical analysis of surrender decisions based on panel data," SAFE Working Paper Series 240, Leibniz Institute for Financial Research SAFE.
- Feodoria, Mark & Förstemann, Till, 2015. "Lethal lapses: How a positive interest rate shock might stress German life insurers," Discussion Papers 12/2015, Deutsche Bundesbank.
- Andre P. Liebenberg & James M. Carson & Robert E. Hoyt, 2010. "The Demand for Life Insurance Policy Loans," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(3), pages 651-666, September.
- Xavier Milhaud & Christophe Dutang, 2018. "Lapse tables for lapse risk management in insurance: a competing risk approach," Post-Print hal-01985256, HAL.
- Tsai, Chenghsien & Kuo, Weiyu & Chen, Wei-Kuang, 2002. "Early surrender and the distribution of policy reserves," Insurance: Mathematics and Economics, Elsevier, vol. 31(3), pages 429-445, December.
- Gemmo, Irina & Götz, Martin, 2016. "Life insurance and demographic change: An empirical analysis of surrender decisions based on panel data," ICIR Working Paper Series 24/16, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Nolte, Sven & Schneider, Judith C., 2017. "Don’t lapse into temptation: a behavioral explanation for policy surrender," Journal of Banking & Finance, Elsevier, vol. 79(C), pages 12-27.
- Francesca Biagini & Tobias Huber & Johannes G. Jaspersen & Andrea Mazzon, 2021. "Estimating extreme cancellation rates in life insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(4), pages 971-1000, December.
- Kochanski, Michael, 2010. "Solvency capital requirement for German unit-linked insurance products," German Risk and Insurance Review (GRIR), University of Cologne, Department of Risk Management and Insurance, vol. 6(2), pages 33-70.
- Chiang, Chia-Chun & Niehaus, Greg, 2024. "Market discipline and policy loans," Journal of Banking & Finance, Elsevier, vol. 159(C).
- Yilmaz Yildiz & Mehmet Baha Karan & Seyma Bayrak Salantur, 2017. "An Investigation on Early Voluntary Withdrawals from Individual Retirement Accounts: An Empirical Study on an Emerging Market," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 42(4), pages 732-756, October.
- Lu Yu & Jiang Cheng & Tzuting Lin, 2019. "Life insurance lapse behaviour: evidence from China," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 44(4), pages 653-678, October.
- Abdul-Fatawu Majeed, 2020. "Accelerated Failure Time Models: An Application in Insurance Attrition [Modèles de temps de défaillance accéléré: une application dans l'attrition de l'assurance]," Post-Print hal-02953269, HAL.
- Cassandra R. Cole & Stephen G. Fier, 2021. "An examination of life insurance policy surrender and loan activity," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(2), pages 483-516, June.
- MUKHERJEE Abhijit & GHOSH Amlan, 2022. "Role Of Economic Factors In Property Liability Insurance Consumption: Empirically Examining The Indian Market," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 17(1), pages 112-129, April.