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