A Multistate Analysis of Policyholder Behaviour in Life Insurance-Lasso-Based Modelling Approaches

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Date

2025

Authors

Reck, Lucas
Schupp, Johannes
Reuss, Andreas

Journal Title

Journal ISSN

Volume Title

Publication Type

Wissenschaftlicher Artikel

DOI

Published in

Risks, 2025

Abstract

Description

Faculties

Fakultät für Mathematik und Wirtschaftswissenschaften

Institutions

Institut für Versicherungswissenschaften

Citation

DFG Project uulm

EU Project uulm

Other projects uulm

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Is version of

Has version

Supplement to

Supplemented by

Has erratum

Erratum to

Has Part

Part of

DOI external

10.3390/risks13040073

DOI external

Institutions

Periodical

Degree Program

DFG Project THU

EU Project THU

Other projects THU

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Conference Place

Keywords

multistate, multi-class, lapse rate, paid-up, life insurance, Lasso, DDC 300 / Social sciences