Department of Mathematical Sciences

 

 
  1. Published

    Risk-minimization for unit-linked insurance contracts in two- and multi-period models

    Møller, T., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 22.

    Research output: Working paperResearch

  2. Published

    On transformations of actuarial valuation principles

    Møller, T., 2001, In: Insurance: Mathematics and Economics. 28, p. 281-303

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Indifference pricing of insurance contracts in a product space model

    Møller, T., 2003, In: Finance and Stochastics. 7, p. 197-217

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    On transformations of actuarial valuation principles

    Møller, T., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 24.

    Research output: Working paperResearch

  5. Published

    Risk-minimizing hedging strategies for unit-linked life insurance contracts

    Møller, T., 1998, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 28, 2, p. 17-47

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    On valuation and risk management at the interface of insurance and finance

    Møller, T., 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-31.

    Research output: Working paperResearch

  7. Published

    Indifference pricing of insurance contracts in a product space model: Applications

    Møller, T., 2003, In: Insurance: Mathematics and Economics. 32, p. 295-315

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Unit Link livsforsikring

    Møller, T., 2000, In: FAMØS. 14, 1, p. 9-19

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Hedging equity-linked life insurance contracts

    Møller, T., 2001, In: North American Actuarial Journal. 5, 2, p. 79-95

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Risk-minimizing hedging strategies for insurance payment processes

    Møller, T., 1998, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 22.

    Research output: Working paperResearch