Nematrian Reference Library
[this page | back links]
Set out below is information (held by the Nematrian website) on the reference you have selected
| Reference | Title | Link |
| Kent, J. and Morgan, E. (2008) | Dynamic Policyholder Behaviour | |
Abstract
"The purpose of this paper is to give an introduction to the subject of dynamic policyholder behaviour as it applies to life insurers. The paper begins by explaining why we need to consider dynamic policyholder behaviour and describes the various types of behaviour. We then consider the implications in the following areas: EEV/MCEV, Product pricing and design, Asset Liability Management and Economic Capital / Solvency II. Subsequent sections cover factors which can influence such behaviour, ways of analysing historic data and possible modelling approaches." |
See
here to choose a new Category/Sub-Category or
here for a list of all references held by the Nematrian website. Please
contact us if any of the above material is inaccurate or if there are references you think should be included that we have excluded or vice-versa.