Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors (Q2374124)
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scientific article; zbMATH DE number 6663366
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| English | Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors |
scientific article; zbMATH DE number 6663366 |
Statements
Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors (English)
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14 December 2016
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surrender
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dynamic policyholders' behavior
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dynamic contagion process
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Hawkes process
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lapse risk
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stress tests
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contagion
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interest rates dynamic
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0.770522952079773
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0.7610007524490356
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0.7496092319488525
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0.7419483661651611
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0.7208696603775024
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