Valuation and Hedging of life Insurance Liabilities with Systematic Mortality Risk

Mikkel Hindkær Dahl, Thomas Møller

Cite this

@techreport{eb7b620074c611dbbee902004c4f4f50,

title = "Valuation and Hedging of life Insurance Liabilities with Systematic Mortality Risk",

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

year = "2005",

language = "English",

isbn = "87-7834-637-1",

pages = "1--30",

publisher = "H.C.{\O}.-Tryk",

type = "WorkingPaper",

institution = "H.C.{\O}.-Tryk",

}