Valuation and hedging of life insurance liabilities with systematic mortality risk
Year of publication: |
2006
|
---|---|
Authors: | Dahl, Mikkel ; Moller, Thomas |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 39.2006, 2, p. 193-217
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Market-valuation methods in life and pension insurance
Møller, Thomas, (2007)
-
On transformations of actuarial valuation principles
Moller, Thomas, (2001)
-
Indifference pricing of insurance contracts in a product space model: applications
Moller, Thomas, (2003)
- More ...