Surrender contagion in life insurance

Chunli Cheng, Christian Hilpert, Aidin Miri Lavasani, Mick Schaefer. Surrender contagion in life insurance. European Journal of Operational Research, 305(3):1465-1479, 2023. [doi]

@article{ChengHLS23,
  title = {Surrender contagion in life insurance},
  author = {Chunli Cheng and Christian Hilpert and Aidin Miri Lavasani and Mick Schaefer},
  year = {2023},
  doi = {10.1016/j.ejor.2022.07.009},
  url = {https://doi.org/10.1016/j.ejor.2022.07.009},
  researchr = {https://researchr.org/publication/ChengHLS23},
  cites = {0},
  citedby = {0},
  journal = {European Journal of Operational Research},
  volume = {305},
  number = {3},
  pages = {1465-1479},
}