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Annuity Lapse Rate Modeling: Tobit or Logit by Dr. Sam Cox and Yijia Lin
Annuity Lapse Rate Modeling: Tobit or Logit by Dr. Sam Cox and Yijia Lin We devise an approach, ... related to the regressor xi [Greene, 2000]. The primary equation of the model is Pr(Yi = yi) = e−λiλyii ...- Authors: Samuel Cox, Yijia Lin
- Date: Nov 2006
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Annuities