A Multistate Analysis of Policyholder Behaviour in Life Insurance—Lasso-Based Modelling Approaches
Holders of life insurance policies can exercise various options that lead to contract modifications, e.g., full surrender, partial surrender, and paid-up and dynamic premium increase options. Transitions between these contract states materially affect (current and future) cash flows and thus represe...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-04-01
|
| Series: | Risks |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-9091/13/4/73 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!