Valuation and hedging of life insurmance liabilities with systematic mortality risk

Research output: Contribution to journalJournal articleResearchpeer-review

  • Mikkel Hindkær Dahl
  • Thomas Møller
Original languageEnglish
JournalInsurance: Mathematics and Economics
Volume39
Pages (from-to)193-217
ISSN0167-6687
Publication statusPublished - 2006

ID: 1120593