Valuation and hedging of life insurance liabilities with systematic mortality risk-Reference-Cited by-同舟云学术

Valuation and hedging of life insurance liabilities with systematic mortality risk

Published:2006-10 Issue:2 Volume:39 Page:193-217
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Dahl Mikkel,Møller Thomas

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference32 articles.

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5. Arbitrage Theory in Continuous Time;Björk,2004

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