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Møller, Thomas H.

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Author ID: moller.thomas-h Recent zbMATH articles by "Møller, Thomas H."
Published as: Möller, T.; Møller, Thomas; Møller, Thomas H.
External Links: MGP
Documents Indexed: 15 Publications since 1998, including 1 Book

Publications by Year

Citations contained in zbMATH Open

13 Publications have been cited 311 times in 201 Documents Cited by Year
Valuation and hedging of life insurance liabilities with systematic mortality risk. Zbl 1201.91089
Dahl, Mikkel; Møller, Thomas
76
2006
Risk-minimizing hedging strategies for unit-linked life insurance contracts. Zbl 1168.91417
Møller, Thomas
56
1998
Risk-minimizing hedging strategies for insurance payment processes. Zbl 0983.62076
Møller, Thomas
46
2001
On systematic mortality risk and risk-minimization with survivor swaps. Zbl 1224.91054
Dahl, Mikkel; Melchior, Martin; Møller, Thomas
32
2008
Hedging equity-linked life insurance contracts. Zbl 1083.91546
Møller, Thomas
26
2001
Market-valuation methods in life and pension insurance. Zbl 1114.91062
Møller, Thomas; Steffensen, Mogens
23
2007
Cash flows and policyholder behaviour in the semi-Markov life insurance setup. Zbl 1401.91105
Buchardt, Kristian; Møller, Thomas; Schmidt, Kristian Bjerre
14
2015
Indifference pricing of insurance contracts in a product space model. Zbl 1038.62097
Møller, Thomas
11
2003
Indifference pricing of insurance contracts in a product space model: Applications. Zbl 1024.62044
Møller, Thomas
9
2003
On transformations of actuarial valuation principles. Zbl 1074.62531
Møller, Thomas
8
2001
A partial internal model for longevity risk. Zbl 1398.91334
Jarner, Søren Fiig; Møller, Thomas
4
2015
Stochastic orders in dynamic reinsurance markets. Zbl 1060.62122
Møller, Thomas
4
2004
Specifying OLAP cubes on XML data. Zbl 0998.68051
Jensen, Mikael R.; Møller, Thomas H.; Pedersen, Torben Bach
2
2001
Cash flows and policyholder behaviour in the semi-Markov life insurance setup. Zbl 1401.91105
Buchardt, Kristian; Møller, Thomas; Schmidt, Kristian Bjerre
14
2015
A partial internal model for longevity risk. Zbl 1398.91334
Jarner, Søren Fiig; Møller, Thomas
4
2015
On systematic mortality risk and risk-minimization with survivor swaps. Zbl 1224.91054
Dahl, Mikkel; Melchior, Martin; Møller, Thomas
32
2008
Market-valuation methods in life and pension insurance. Zbl 1114.91062
Møller, Thomas; Steffensen, Mogens
23
2007
Valuation and hedging of life insurance liabilities with systematic mortality risk. Zbl 1201.91089
Dahl, Mikkel; Møller, Thomas
76
2006
Stochastic orders in dynamic reinsurance markets. Zbl 1060.62122
Møller, Thomas
4
2004
Indifference pricing of insurance contracts in a product space model. Zbl 1038.62097
Møller, Thomas
11
2003
Indifference pricing of insurance contracts in a product space model: Applications. Zbl 1024.62044
Møller, Thomas
9
2003
Risk-minimizing hedging strategies for insurance payment processes. Zbl 0983.62076
Møller, Thomas
46
2001
Hedging equity-linked life insurance contracts. Zbl 1083.91546
Møller, Thomas
26
2001
On transformations of actuarial valuation principles. Zbl 1074.62531
Møller, Thomas
8
2001
Specifying OLAP cubes on XML data. Zbl 0998.68051
Jensen, Mikael R.; Møller, Thomas H.; Pedersen, Torben Bach
2
2001
Risk-minimizing hedging strategies for unit-linked life insurance contracts. Zbl 1168.91417
Møller, Thomas
56
1998
all top 5

Cited by 292 Authors

8 Møller, Thomas H.
6 Biagini, Francesca
6 Cretarola, Alessandra
6 Qian, Linyi
6 Young, Virginia R.
5 Blake, David
5 Buchardt, Kristian
5 Ceci, Claudia
5 Christiansen, Marcus Christian
5 Colaneri, Katia
5 Dahl, Mikkel
5 Devolder, Pierre
5 Li, Johnny Siu-Hang
5 Melnikov, Aleksander Viktorovich
5 Norberg, Ragnar
5 Sherris, Michael
4 Dhaene, Jan
4 Furrer, Christian
4 Regis, Luca
4 Steffensen, Mogens
4 Wang, Rongming
4 Wang, Wei
3 Barigou, Karim
3 Cairns, Andrew J. G.
3 Cox, Samuel H. jun.
3 Delong, Łukasz
3 Djehiche, Boualem
3 Gaillardetz, Patrice
3 Guillen, Montserrat
3 Jarner, Søren Fiig
3 Li, Jing
3 Lin, Yijia
3 Liu, Xiaoming
3 MacMinn, Richard D.
3 Mamon, Rogemar S.
3 Ziveyi, Jonathan
2 Barbarin, Jérome
2 Bauer, Daniel J.
2 Becherer, Dirk
2 Bergenthum, Jan
2 Blackburn, Craig
2 Chen, An
2 Chen, Bingzheng
2 Chen, Ze
2 Consiglio, Andrea
2 De Giovanni, Domenico
2 Deelstra, Griselda
2 Dowd, Kevin
2 Fung, Man Chung
2 Gad, Kamille Sofie Tågholt
2 Gao, Huan
2 Gerstner, Thomas
2 Griebel, Michael
2 Hainaut, Donatien
2 Hieber, Peter
2 Holtz, Markus
2 Ignatieva, Katja
2 Jevtić, Petar
2 Kling, Alexander
2 Lin, X. Sheldon
2 Liu, Yanxin
2 Löfdahl, Björn
2 Luciano, Elisa
2 Milhaud, Xavier
2 Nielsen, Jens Perch
2 Nielsen, Jeppe Woetmann
2 Pérez-Marín, Ana María
2 Petersen, Kitt Skovsø
2 Rheinländer, Thorsten
2 Riesner, Martin
2 Rüschendorf, Ludger
2 Ruß, Jochen
2 Schweizer, Martin
2 Steblovskaya, Victoria R.
2 Szimayer, Alexander
2 Tan, Ken Seng
2 Tsai, Jeffrey Tzuhao
2 Vandaele, Nele
2 Vanmaele, Michèle
2 Wang, Jennifer L.
2 Wang, Yumin
2 Widenmann, Jan Maximilian
2 Wüthrich, Mario Valentin
2 Zhou, Kenneth Q.
1 Adékambi, Franck
1 Aguirre Nolsøe, Kim
1 Ahm, Sofie
1 Albeverio, Sergio A.
1 Armerin, Fredrik
1 Bacinello, Anna Rita
1 Bahl, Raj Kumari
1 Bai, Manying
1 Ballestra, Luca Vincenzo
1 Barsotti, Flavia
1 Barucci, Emilio
1 Bellini, Fabio
1 Ben Zineb, Tarik
1 Bentayeb, Fadila
1 Bertino, Elisa
1 Bi, Junna
...and 192 more Authors

Citations by Year