Risk-minimizing hedging strategies for insurance payment processes
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Risk-minimizing hedging strategies for insurance payment processes. / Møller, Thomas.
In: Finance and Stochastics, Vol. 5, No. 4, 2001, p. 419-446.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Møller, T 2001, 'Risk-minimizing hedging strategies for insurance payment processes', Finance and Stochastics, vol. 5, no. 4, pp. 419-446.
APA
Møller, T. (2001). Risk-minimizing hedging strategies for insurance payment processes. Finance and Stochastics, 5(4), 419-446.
Vancouver
Møller T. Risk-minimizing hedging strategies for insurance payment processes. Finance and Stochastics. 2001;5(4):419-446.
Author
Bibtex
@article{23fb577074c711dbbee902004c4f4f50,
title = "Risk-minimizing hedging strategies for insurance payment processes",
abstract = "Forsikringsmatematik",
author = "Thomas M{\o}ller",
year = "2001",
language = "English",
volume = "5",
pages = "419--446",
journal = "Finance and Stochastics",
issn = "0949-2984",
publisher = "Springer",
number = "4",
}
RIS
TY - JOUR
T1 - Risk-minimizing hedging strategies for insurance payment processes
AU - Møller, Thomas
PY - 2001
Y1 - 2001
N2 - Forsikringsmatematik
AB - Forsikringsmatematik
M3 - Journal article
VL - 5
SP - 419
EP - 446
JO - Finance and Stochastics
JF - Finance and Stochastics
SN - 0949-2984
IS - 4
ER -
ID: 163275