Policyholder Lapse Modeling

Policyholder Lapse Modeling is a predictive analytic framework in life insurance analytics that quantifies the likelihood of policyholders discontinuing premium payments and terminating their policies prior to maturity, distinguishing itself by incorporating policyholder behavior, economic conditions, and policy-specific variables to forecast lapse risk.

13

Publications

499

Citations

25

Authors

20

Institutions

Publications per year

2017–2026

1

Authors

25

  1. XM
    Xavier Milhaud

    Université Claude Bernard Lyon 1, France

    3 publications · 64 citations

    3

    h-index

  2. EK
    Edward Kung

    Federal Reserve Board of Governors, United States

    2 publications · 71 citations

    2

    h-index

  3. SL
    Stéphane Loisel

    Université Claude Bernard Lyon 1, France

    2 publications · 36 citations

    2

    h-index

  4. HF
    Hanming Fang

    University of Pennsylvania, United States

    2 publications · 71 citations

    2

    h-index

  5. ME
    Martin Eling

    University of St.Gallen, Switzerland

    2 publications · 165 citations

    2

    h-index

1–5 of 25

Venues

  1. Journal of Risk & Insurance

    4 publications · 215 citations

    4

    h-index

  2. Insurance Mathematics and Economics

    2 publications · 41 citations

    2

    h-index

  3. European Actuarial Journal

    1 publications · 19 citations

    1

    h-index

  4. Scandinavian Journal of Rheumatology

    1 publications · 14 citations

    1

    h-index

  5. Scandinavian Actuarial Journal

    1 publications · 60 citations

    1

    h-index

1–5