Andrea Mazzon

Ludwig-Maximilians-Universität München

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Estimating Extreme Cancellation Rates In Life Insurance

Munich Risk and Insurance Center Working Paper 33
Number of pages: 36 Posted: 03 Jun 2019
Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics, Ludwig-Maximilians-Universität München, Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management) and Ludwig-Maximilians-Universität München
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Abstract:

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Extreme Value Theory, Dynamic Peaks Over Threshold, Life Insurance, Mass Cancellation