M. Dahl

Finance · 2004–2008

A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 33 researchers here, as inferred from the citation graph.

Subfields

Whom M. Dahl trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Dirk Becherer
  2. M. Milevsky
  3. Enrico Biffis
  4. Tomas Björk
  5. Andrew J. G. Cairns
  6. Martin Schweizer
  7. Thomas Møller
  8. David P. Blake
  9. Patrick Cheridito
  10. Pietro Millossovich

Who trusts M. Dahl overall

  1. Andrew J. G. Cairns
  2. Elisa Luciano
  3. Kevin Dowd
  4. David P. Blake
  5. Elena Vigna
  6. Luciano Elisa
  7. Andrew Ngai
  8. Thomas Møller
  9. Petar Jevtic
  10. Daniel Bauer

Papers from M. Dahl's perspective

Ordered by how strongly the researchers M. Dahl trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Rational hedging and valuation of integrated risks under constant absolute risk aversion
  2. The fair value of guaranteed annuity options
  3. Mortality derivatives and the option to annuitise
  4. Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
  5. Valuation and hedging of life insurance liabilities with systematic mortality risk
  6. Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk* (ASTIN Bulletin: The Journal of the International Actuarial Association)
  7. Market Price of Risk Specifications for Affine Models: Theory and Evidence
  8. Securitization of Mortality Risks in Life Annuities
  9. From actuarial to financial valuation principles
  10. Securitization of Life Insurance Assets and Liabilities

Their papers