Intervention options in life insurance

48 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Cash flows and policyholder behaviour in the semi-Markov life insurance setup (2015, background): “In contrast to this is the approach where the surrender occurs rationally, which is studied in Steffensen (2002).”
Lapse rate modeling: a rational expectation approach (2008, unknown): “We refer to Yanenko (1971) for a detailed review on the splitting methodology, and to Duffy (2006) for its specialization in Financial Engineering.”
Endogenous model of surrender conditions in equity-linked life insurance (2005, background): “The only papers of which we are aware are those byAlbizzati and Geman (1994), Grosen and Jørgensen (1997, 2000), Jensen et al. (2001), Steffensen (2002), Bacinello (2003a,b), Tanskanen and Lukkarinen (2003), andVannucci (2003a,b).”
Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option (2003, background): “Grosen and Jørgensen (2000); Jensen, Jørgensen, and Grosen (2001); and Bacinello (2003) made reference to these specific contracts and Steffensen (2002) established a more general framework.”
Regression-based algorithms for life insurance contracts with surrender guarantees (2010, unknown): “The papers of Steffensen (2002), Moore and Young (2005) and Shen and Xu (2005) are representative of the second approach, where the surrender option problem is cast in terms of a free boundary problem requiring the numerical solution of a partial differential equation.”