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Reserve-dependent surrender rates
Kamille Sofie Tagholt Gad, Jeppe Juhl,
Mogens Steffensen
Department of Mathematical Sciences
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Mathematics
Numerical Example
100%
Single Parameter
100%
Pension Fund
100%
Upper Bound
100%
Worst Case
100%
Keyphrases
Policyholders
100%
Market Reserve
40%
Contract Value
40%
Numerical Examples
20%
Pensions
20%
Life Insurance
20%
Optimal Behavior
20%
Behavioural Option
20%
Pension Funds
20%
Economics, Econometrics and Finance
Life Insurance
100%
Expenditure
100%