Valuation and hedging of life insurance liabilities with systematic mortality risk
| Year of publication: |
2006
|
|---|---|
| Authors: | Dahl, Mikkel ; Moller, Thomas |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 39.2006, 2, p. 193-217
|
| Publisher: |
Elsevier |