Surrender Contagion in Life Insurance: Modeling and Valuation-Reference-Cited by-同舟云学术

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Surrender Contagion in Life Insurance: Modeling and Valuation

Published:2019 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Cheng Chunli,Hilpert Christian,Miri Lavasani Aidin,Schaefer Mick

Publisher

Elsevier BV

Reference59 articles.

1. Modeling financial contagion using mutually exciting jump processes;Yacine A�t-Sahalia;Journal of Financial Economics,2015

2. Portfolio choice in markets with contagion;Yacine A�t-Sahalia;Journal of Financial Econometrics,2016

3. Mutual excitation in Eurozone sovereign CDS;A�t-Sahalia;Journal of Econometrics,2014

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Partial internal model under the solvency II for the life insurance lapse risk;Tokovi osiguranja;2021

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