Concepedia

Policyholder Behavior Assumptions

Policyholder Behavior Assumptions is a modeling construct in actuarial science that specifies the expected patterns and propensities of policyholder decisions—such as lapse, surrender, withdrawal, and premium payment behavior—under various economic and personal circumstances, distinguishing it from purely mortality- or morbidity-driven assumptions by focusing on endogenous behavioral risk in the valuation of annuities and life reinsurance contracts.

11

Publications

676

Citations

25

Authors

11

Institutions

Publications per year

2017–2026

4

Parents

Publications

11

A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities

Daniel J. Bauer, Alexander Kling · Astin Bulletin · 2008 · 289 citations · Full text

, , +16

A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities

Daniel J. Bauer, Alexander Kling · Astin Bulletin · 2008 · 144 citations

, , +16

Enacting Actuarial Fairness in Insurance: From Fair Discrimination to Behaviour-based Fairness

Gert Meyers, Ine Van Hoyweghen · Science as Culture · 2017 · 74 citations

, , +15

Cash flows and policyholder behaviour in the semi-Markov life insurance setup

Kristian Buchardt, Thomas Møller, Kristian Bjerre Schmidt · Scandinavian Actuarial Journal · 2014 · 39 citations

, , +16

Discovering dynamic adverse behavior of policyholders in the life insurance industry

Md. Rafiqul Islam, Shaowu Liu, Rhys Biddle et al. · Technological Forecasting and Social Change · 2020 · 38 citations · Full text

, , +14

1–5 of 11

Authors

25

  1. DJ
    Daniel J. Bauer

    University of North Carolina at Chapel Hill, United States

    2 publications · 433 citations

    2

    h-index

  2. AK
    Alexander Kling

    Leibniz Institute for Financial Research SAFE, Germany

    2 publications · 433 citations

    2

    h-index

  3. KB
    Kristian Buchardt

    University of Copenhagen, Denmark

    1 publications · 39 citations

    1

    h-index

  4. IV
    Ine Van Hoyweghen

    KU Leuven, Belgium

    1 publications · 74 citations

    1

    h-index

  5. TK
    Torsten Kleinow

    Heriot-Watt University, United Kingdom

    1 publications · 18 citations

    1

    h-index

1–5 of 25

Institutions

11

  1. University of Copenhagen

    Copenhagen, Denmark

    3 h-index

    6 publications

    140 citations

  2. Heriot-Watt University

    Edinburgh, United Kingdom

    2 h-index

    2 publications

    31 citations

  3. Georgia State University

    Atlanta, United States

    2 h-index

    2 publications

    433 citations

  4. Leibniz Institute for Financial Research SAFE

    Frankfurt am Main, Germany

    2 h-index

    2 publications

    433 citations

  5. Peking University

    Beijing, China

    1 h-index

    1 publications

    17 citations

  6. Maxwell Institute for Mathematical Sciences

    Edinburgh, United Kingdom

    1 h-index

    1 publications

    18 citations

  7. ShanghaiTech University

    Shanghai, China

    1 h-index

    1 publications

    17 citations

  8. University of Pennsylvania

    Philadelphia, United States

    1 h-index

    1 publications

    17 citations

1–8 of 11

Venues

  1. Insurance Mathematics and Economics

    2 publications · 31 citations

    2

    h-index

  2. Astin Bulletin

    2 publications · 433 citations

    2

    h-index

  3. Risks

    1 publications · 12 citations

    1

    h-index

  4. Scandinavian Actuarial Journal

    1 publications · 39 citations

    1

    h-index

  5. European Actuarial Journal

    1 publications · 19 citations

    1

    h-index

1–5