Mikkel Dahl

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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!

PublicationDate of PublicationType
On systematic mortality risk and risk-minimization with survivor swaps
Scandinavian Actuarial Journal
2011-02-22Paper
A continuous-time model for reinvestment risk in bond markets
Quantitative Finance
2010-02-05Paper
A Discrete-Time Model for Reinvestment Risk in Bond Markets
ASTIN Bulletin
2009-01-28Paper
Valuation and hedging of life insurance liabilities with systematic mortality risk
Insurance Mathematics & Economics
2006-10-31Paper
Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
Insurance Mathematics & Economics
2004-11-29Paper


Research outcomes over time


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