Commitment and Lapse Behavior in Long-Term Insurance: A Case Study
Commitment and Lapse Behavior in Long-Term Insurance: A Case Study
About this item
Full title
Author / Creator
Publisher
Malden, USA: Blackwell Publishing Inc
Journal title
Language
English
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Publication information
Publisher
Malden, USA: Blackwell Publishing Inc
Subjects
More information
Scope and Contents
Contents
This article presents a case study of a portfolio of individual long-term insurance contracts sold by a Spanish mutual company. We describe the risk levels, the rating structure, and the implied cross-subsidies on a portfolio of policies providing health, life, and long-term care insurance. We show evidence of reclassification risk through the hist...
Alternative Titles
Full title
Commitment and Lapse Behavior in Long-Term Insurance: A Case Study
Authors, Artists and Contributors
Author / Creator
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Record Identifier
TN_cdi_hal_primary_oai_HAL_hal_00374303v2
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_hal_primary_oai_HAL_hal_00374303v2
Other Identifiers
ISSN
0022-4367
E-ISSN
1539-6975
DOI
10.1111/j.1539-6975.2011.01420.x
