Aggregate Lapsation Risk
收藏NBER2022-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w30187
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资源简介：
We study aggregate lapsation risk in the life insurance sector. We construct two lapsation risk factors that explain a large fraction of the common variation in lapse rates of the 30 largest life insurance companies. The first is a cyclical factor that is positively correlated with credit spreads
提供机构：
美国国家经济研究局
创建时间：
2022-06-01
