Concepedia

Surrender Risk

Surrender Risk is the actuarial risk that policyholders of an endowment insurance contract will terminate their policies prior to maturity, resulting in earlier-than-expected liability outflows and potential financial losses for the insurer due to unamortized acquisition costs and adverse selection effects.

36

Publications

1.1K

Citations

52

Authors

39

Institutions

Publications per year

2017–2026

7

Variants

Lapse Risk

Parents

Publications

36

Modeling Surrender and Lapse Rates With Economic Variables

Changki Kim · North American Actuarial Journal · 2005 · 98 citations

, , +9

Surrender Versus Compliance in Therapy; With Special Reference to Alcoholism

Harry M. Tiebout · Quarterly Journal of Studies on Alcohol · 1953 · 78 citations

, , +9

Endogenous model of surrender conditions in equity-linked life insurance

Anna Rita Bacinello · Insurance Mathematics and Economics · 2005 · 74 citations

, , +15

On the Propensity to Surrender a Variable Annuity Contract: An Empirical Analysis of Dynamic Policyholder Behavior

Christian Knoller, Gunther Kraut, Pascal Schoenmaekers · Journal of Risk & Insurance · 2015 · 58 citations

, , +15

The Benefits of a Secondary Market for Life Insurance Policies

Neil A. Doherty, Hal J. Singer · SSRN Electronic Journal · 2003 · 58 citations · Full text

, , +16

1–5 of 36

Authors

52

  1. AM
    Anne MacKay

    University of Waterloo, Canada

    5 publications · 171 citations

    5

    h-index

  2. CB
    Carole Bernard

    University of Waterloo, Canada

    5 publications · 171 citations

    5

    h-index

  3. SL
    Stéphane Loisel

    Université Claude Bernard Lyon 1, France

    3 publications · 76 citations

    3

    h-index

  4. XM
    Xavier Milhaud

    Université Claude Bernard Lyon 1, France

    3 publications · 76 citations

    3

    h-index

  5. MR
    Mary R. Hardy

    University of Waterloo, Canada

    3 publications · 110 citations

    3

    h-index

1–5 of 52

Institutions

39

  1. University of Waterloo

    Waterloo, Canada

    5 h-index

    9 publications

    302 citations

  2. Grenoble Ecole de Management

    Grenoble, France

    3 h-index

    6 publications

    211 citations

  3. University of Udine

    Udine, Italy

    2 h-index

    4 publications

    50 citations

  4. Vrije Universiteit Brussel

    Brussels, Belgium

    2 h-index

    2 publications

    23 citations

  5. University of Calabria

    Rende, Italy

    2 h-index

    5 publications

    89 citations

  6. Actua

    Ottawa, Canada

    2 h-index

    5 publications

    253 citations

  7. UNSW Sydney

    Sydney, Australia

    2 h-index

    3 publications

    82 citations

  8. Universität Ulm

    Ulm, Germany

    2 h-index

    2 publications

    61 citations

1–8 of 39

Venues

  1. Insurance Mathematics and Economics

    11 publications · 332 citations

    11

    h-index

  2. Journal of Risk & Insurance

    4 publications · 167 citations

    4

    h-index

  3. North American Actuarial Journal

    NAAJ · 3 publications · 124 citations

    3

    h-index

  4. SSRN Electronic Journal

    Repository · 3 publications · 81 citations

    3

    h-index

  5. OMEGA - Journal of Death and Dying

    1 publications · 20 citations

    1

    h-index

1–5