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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.


Materials

Lapse Modeling for the Post-Level Period – A Practical Application of Predictive Modeling
Lapse Modeling Appendices A and B


Questions

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

Readers may also be interested in a collection of articles on predictive modeling sponsored by the Society of Actuaries.


Thank You

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