Valuation and Hedging of life Insurance Liabilities with Systematic Mortality Risk
Research output: Working paper › Research
Standard
Valuation and Hedging of life Insurance Liabilities with Systematic Mortality Risk. / Dahl, Mikkel Hindkær; Møller, Thomas.
Københavns Universitet : H.C.Ø.-Tryk, 2005. p. 1-30.Research output: Working paper › Research
Harvard
Dahl, MH & Møller, T 2005 'Valuation and Hedging of life Insurance Liabilities with Systematic Mortality Risk' H.C.Ø.-Tryk, Københavns Universitet, pp. 1-30.
APA
Dahl, M. H., & Møller, T. (2005). Valuation and Hedging of life Insurance Liabilities with Systematic Mortality Risk. (pp. 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, p. 1-30.
Author
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