Surrender contagion in life insurance
Year of publication: |
2023
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Authors: | Cheng, Chunli ; Hilpert, Christian ; Miri Lavasani, Aidin ; Schaefer, Mick |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 305.2023, 3 (16.3.), p. 1465-1479
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Subject: | Risk analysis | Contagious surrender risk | Insurance regulation | Default risk | Hawkes process | Risikomodell | Risk model | Lebensversicherung | Life insurance | Regulierung | Regulation | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Ansteckungseffekt | Contagion effect | Theorie | Theory |
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