Valuation and hedging of life insurmance liabilities with systematic mortality risk
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Standard
Valuation and hedging of life insurmance liabilities with systematic mortality risk. / Dahl, Mikkel Hindkær; Møller, Thomas.
I: Insurance: Mathematics and Economics, Bind 39, 2006, s. 193-217.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Dahl, MH & Møller, T 2006, 'Valuation and hedging of life insurmance liabilities with systematic mortality risk', Insurance: Mathematics and Economics, bind 39, s. 193-217.
APA
Dahl, M. H., & Møller, T. (2006). Valuation and hedging of life insurmance liabilities with systematic mortality risk. Insurance: Mathematics and Economics, 39, 193-217.
Vancouver
Dahl MH, Møller T. Valuation and hedging of life insurmance liabilities with systematic mortality risk. Insurance: Mathematics and Economics. 2006;39:193-217.
Author
Bibtex
@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",
}
RIS
TY - JOUR
T1 - Valuation and hedging of life insurmance liabilities with systematic mortality risk
AU - Dahl, Mikkel Hindkær
AU - Møller, Thomas
PY - 2006
Y1 - 2006
M3 - Journal article
VL - 39
SP - 193
EP - 217
JO - Insurance: Mathematics and Economics
JF - Insurance: Mathematics and Economics
SN - 0167-6687
ER -
ID: 1120593