Thomas Møller
Finance · 2006–2015
A researcher in the Science corpus: 3 papers; trusts 6 researchers and is trusted by 10 researchers here, as inferred from the citation graph.
Subfields
- Finance — 13 citations into it; #3,576 of 10,518 by trust here, #4,858 by citations
- Demography — 12 citations into it; #769 of 4,236 by trust here, #1,259 by citations
- Economics and Econometrics — 10 citations into it; #6,841 of 23,481 by trust here, #10,609 by citations
- General Health Professions — 5 citations into it; #3,273 of 4,781 by trust here, #3,936 by citations
Whom Thomas Møller trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Thomas Møller overall
Papers from Thomas Møller's perspective
Ordered by how strongly the researchers Thomas Møller trusts endorse each paper. Same corpus, a different order for every researcher.
- Rational hedging and valuation of integrated risks under constant absolute risk aversion
- The fair value of guaranteed annuity options
- Mortality derivatives and the option to annuitise
- Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
- Valuation and hedging of life insurance liabilities with systematic mortality risk
- Market Price of Risk Specifications for Affine Models: Theory and Evidence
- Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk* (ASTIN Bulletin: The Journal of the International Actuarial Association)
- Securitization of Mortality Risks in Life Annuities
- From actuarial to financial valuation principles
- Securitization of Life Insurance Assets and Liabilities
Their papers
- Valuation and hedging of life insurance liabilities with systematic mortality risk (2006) — 249 citations
- On systematic mortality risk and risk-minimization with survivor swaps (2008) — 111 citations
- Cash flows and policyholder behaviour in the semi-Markov life insurance setup (2015) — 54 citations