A good read on this app note from AVX on thermal stresses that leads to device failure on chip capacitors. Link here (PDF)
Thermal shock behavior of multilayer ceramic chip capacitors was evaluated for different ceramic dielectrics with varying construction and design considerations, effects of terminations and role of physical defects to decrease the thermal stresses and decrease failure rates. Parameters such as thermal diffusivity including surface heat transfer coefficient, elastic modulus and thickness of chips are used to explain the results. A secondary goal of this evaluation was to identify the significant wave soldering parameters which could be utilized to eliminate the thermal shock failures of these chips.