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Møller, Thomas - Matematisk Institut, Københavns Universitets
Indifference Pricing of Insurance Contracts in a Product Space Model: Applications
RISK-MINIMIZING HEDGING STRATEGIES FOR UNIT-LINKED LIFE INSURANCE CONTRACTS
On systematic mortality risk and risk-minimization with survivor swaps
ON VALUATION AND RISK MANAGEMENT AT THE INTERFACE OF INSURANCE AND FINANCE
On Transformations of Actuarial Valuation Principles Thomas M ller
Hedging Equity-Linked Life Insurance Contracts 1 Thomas M ller
Mixed dynamic and static risk-minimization with an application to survivor swaps
Indi#erence Pricing of Insurance Contracts in a Product Space Model
Stochastic orders in dynamic reinsurance markets Thomas Mller
Valuation and Hedging of Life Insurance Liabilities with Systematic Mortality Risk
Indi#erence Pricing of Insurance Contracts in a Product Space Model: Applications
ON VALUATION AND RISK MANAGEMENT AT THE INTERFACE OF INSURANCE AND FINANCE
Indifference Pricing of Insurance Contracts in a Product Space Model
Risk-minimization Thomas Mller
Dynamic programming and efficient hedging for unit-linked insurance contracts
Risk-minimizing hedging strategies for insurance payment processes
Quadratic Hedging Approaches and Indi erence Pricing
