Valuation and hedging of life insurmance liabilities with systematic mortality risk

Mikkel Hindkær Dahl, Thomas Møller

119 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Insurance: Mathematics and Economics
Vol/bind	39
Sider (fra-til)	193-217
ISSN	0167-6687
Status	Udgivet - 2006

Citationsformater

@article{6344bd906c3811dcbee902004c4f4f50,

title = "Valuation and hedging of life insurmance liabilities with systematic mortality risk",

author = "Dahl, {Mikkel Hindk{\ae}r} and Thomas M{\o}ller",

year = "2006",

language = "English",

volume = "39",

pages = "193--217",

journal = "Insurance: Mathematics and Economics",

issn = "0167-6687",

publisher = "Elsevier",

}