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Aidin Miri Lavasani

University of Hamburg - School of Business, Economics and Social Sciences

Von-Melle-Park 5

Room 3045

Hamburg, 20146

Germany

  • University of Hamburg - School of Business, Economics and Social Sciences

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Surrender Contagion in Life Insurance

Number of pages: 44 Posted: 19 Dec 2019 Last Revised: 15 Aug 2022
Chunli Cheng, Christian Hilpert, Aidin Miri Lavasani and Mick Schaefer
Deakin University, Deakin University - Deakin Business School, University of Hamburg - School of Business, Economics and Social Sciences and University of Hamburg - School of Business, Economics and Social Sciences
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Abstract:

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Contagious Surrender Risk, Bounded Rationality, Insurance Regulation, Default Risk, Hawkes Process