Valuation and Hedging of life Insurance Liabilities with Systematic Mortality Risk

Publikation: Working paper › Forskning

Standard

Valuation and Hedging of life Insurance Liabilities with Systematic Mortality Risk. / Dahl, Mikkel Hindkær; Møller, Thomas.

Københavns Universitet : H.C.Ø.-Tryk, 2005. s. 1-30.

Publikation: Working paper › Forskning

Harvard

Dahl, MH & Møller, T 2005 'Valuation and Hedging of life Insurance Liabilities with Systematic Mortality Risk' H.C.Ø.-Tryk, Københavns Universitet, s. 1-30.

APA

Dahl, M. H., & Møller, T. (2005). Valuation and Hedging of life Insurance Liabilities with Systematic Mortality Risk. (s. 1-30). H.C.Ø.-Tryk.

Vancouver

Dahl MH, Møller T. Valuation and Hedging of life Insurance Liabilities with Systematic Mortality Risk. Københavns Universitet: H.C.Ø.-Tryk. 2005, s. 1-30.

Author

Dahl, Mikkel Hindkær ; Møller, Thomas. / Valuation and Hedging of life Insurance Liabilities with Systematic Mortality Risk. Københavns Universitet : H.C.Ø.-Tryk, 2005. s. 1-30

Bibtex

@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",

}

RIS

TY - UNPB

T1 - Valuation and Hedging of life Insurance Liabilities with Systematic Mortality Risk

AU - Dahl, Mikkel Hindkær

AU - Møller, Thomas

PY - 2005

Y1 - 2005

M3 - Working paper

SN - 87-7834-637-1

SP - 1

EP - 30

BT - Valuation and Hedging of life Insurance Liabilities with Systematic Mortality Risk

PB - H.C.Ø.-Tryk

CY - Københavns Universitet

ER -

ID: 159273