Surrender contagion in life insurance

DOI10.1016/J.EJOR.2022.07.009MaRDI QIDQ2103054zbMATH OpenOpenAlexFDO

Authors C.-L. Cheng, Christian Hilpert, Aidin Miri Lavasani, Mick Schaefer

Publication date 12 December 2022

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2022.07.009

zbMATH Keywords

Hawkes processrisk analysisdefault riskinsurance regulationcontagious surrender risk

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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Cites work

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Cited in

(3)

• Life insurance policy termination and survivorship
• Life insurance surrender and liquidity risks
• Numerical analysis of an extended mean field game for harvesting common fishery resource

Describes a project that uses

Uses Software

• GitHub

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