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.
If you have any questions or comments regarding the report, please contact Steve Siegel, Research Actuary at firstname.lastname@example.org.
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