Thomas Møller

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Local risk-minimization with longevity bonds Applied Stochastic Models in Business and Industry	2024-07-18	Paper
Tax- and expense-modified risk-minimization for insurance payment processes Scandinavian Actuarial Journal	2020-12-16	Paper
Cash flows and policyholder behaviour in the semi-Markov life insurance setup Scandinavian Actuarial Journal	2018-07-11	Paper
A partial internal model for longevity risk Scandinavian Actuarial Journal	2018-07-10	Paper
On systematic mortality risk and risk-minimization with survivor swaps Scandinavian Actuarial Journal	2011-02-22	Paper
Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts ASTIN Bulletin	2009-09-02	Paper
scientific article; zbMATH DE number 5151672 (Why is no real title available?)	2007-05-10	Paper
Valuation and hedging of life insurance liabilities with systematic mortality risk Insurance Mathematics & Economics	2006-10-31	Paper
Hedging Equity-Linked Life Insurance Contracts North American Actuarial Journal	2006-01-13	Paper
Stochastic orders in dynamic reinsurance markets Finance and Stochastics	2005-05-20	Paper
Indifference pricing of insurance contracts in a product space model Finance and Stochastics	2004-03-16	Paper
Indifference pricing of insurance contracts in a product space model: Applications Insurance Mathematics & Economics	2003-11-16	Paper
On transformations of actuarial valuation principles. Insurance Mathematics & Economics	2003-11-16	Paper
Specifying OLAP cubes on XML data Journal of Intelligent Information Systems	2002-04-11	Paper
Risk-minimizing hedging strategies for insurance payment processes Finance and Stochastics	2002-03-13	Paper

Research outcomes over time

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