Identifying the determinants of lapse rates in life insurance: an automated Lasso approach
Year of publication: |
2022
|
---|---|
Authors: | Reck, Lucas ; Schupp, Johannes ; Reuß, Andreas |
Published in: |
European Actuarial Journal. - Berlin, Heidelberg : Springer, ISSN 2190-9741. - Vol. 13.2022, 2, p. 541-569
|
Publisher: |
Berlin, Heidelberg : Springer |
Subject: | Lapse rate | Life insurance | Lasso | Fused Lasso | Trend filtering |
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