Valuation and hedging of life insurmance liabilities with systematic mortality risk

Mikkel Hindkær Dahl, Thomas Møller

119 Citations (Scopus)

Original language	English
Journal	Insurance: Mathematics and Economics
Volume	39
Pages (from-to)	193-217
ISSN	0167-6687
Publication status	Published - 2006

Cite this

@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",

}