Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors (Q2374124)

From MaRDI portal
Revision as of 19:24, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors
scientific article

    Statements

    Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors (English)
    0 references
    0 references
    0 references
    0 references
    14 December 2016
    0 references
    surrender
    0 references
    dynamic policyholders' behavior
    0 references
    dynamic contagion process
    0 references
    Hawkes process
    0 references
    lapse risk
    0 references
    stress tests
    0 references
    contagion
    0 references
    interest rates dynamic
    0 references

    Identifiers