Endogenous model of surrender conditions in equity-linked life insurance

By Anna Rita Bacinello. 2005

75 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/1077f5faa4f0131a7aa53c9b795d3b1d3ccc59ed

Citations in the corpus

• Lapse rate modeling: a rational expectation approach (2008, unknown): “Examples of this piece of literature are Grosen & Jørgensen (1997, 2000), Steffensen (2002) and Bacinello (2003, 2005), to mention just a few.”
• Regression-based algorithms for life insurance contracts with surrender guarantees (2010, unknown): “We refer the reader to Bacinello (2005) for considerations on surrender penalties, which are not discussed here.”