Lapse Modeling for the Post-Level Period – A Practical Application of Predictive Modeling
Research Projects in Finance/Investment
The Society of Actuaries Committee on Finance Research is pleased to make available research material that illustrates an application of predictive modeling to the post-level period of 10-year level term insurance and model lapses in a multivariate setting. The report was authored by RGA Reinsurance Company.
The material can be accessed by clicking the links to the right.
If you have any questions or comments regarding the report, please contact Steve Siegel, Research Actuary at email@example.com.
Readers may also be interested in a collection of articles on predictive modeling sponsored by the Society of Actuaries.
The sponsoring organizations would like to thank the following individuals for their input and review:
- Jean-Marc Fix (Chair)
- William Cember
- Andy Ferris
- John Hegstrom
- Christine Hofbeck
- Steve Marco
- Dennis Radliff
- Steve Siegel, Research Actuary
- Barbara Scott, Research Administrator