Surrender contagion in life insurance
type: Item
instance of: scholarly article
title: Surrender contagion in life insurance
author: C.-L. Cheng
author: Christian Hilpert
author: Aidin Miri Lavasani
author: Mick Schaefer
published in: European Journal of Operational Research
publication date: 2022-12-12T00:00:00Z
Mathematics Subject Classification ID: 90Bxx
zbMATH DE Number: 7632179
zbMATH Keywords: risk analysis
zbMATH Keywords: contagious surrender risk
zbMATH Keywords: insurance regulation
zbMATH Keywords: default risk
zbMATH Keywords: Hawkes process
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cites work: GitHub
MaRDI profile type: Publication
full work available at URL: j.ejor.2022.07.009
OpenAlex ID: W4285679628
DOI: 10.1016/J.EJOR.2022.07.009
describes a project that uses: GitHub
description: scientific article; zbMATH DE number 7632179