Edit Profile Møller, Thomas H. Compute Distance To: Compute Author ID: moller.thomas-h Published as: Möller, T.; Møller, Thomas; Møller, Thomas H. External Links: MGP Documents Indexed: 15 Publications since 1998, including 1 Book all top 5 Co-Authors 7 single-authored 2 Buchardt, Kristian 2 Dahl, Mikkel 1 Bach Pedersen, Torben 1 Furrer, Christian 1 Jarner, Søren Fiig 1 Jensen, Mikael R. 1 Melchior, Martin 1 Schmidt, Kristian Bjerre 1 Steffensen, Mogens all top 5 Serials 4 Scandinavian Actuarial Journal 3 Insurance Mathematics & Economics 3 Finance and Stochastics 1 1 ASTIN Bulletin 1 North American Actuarial Journal 1 International Series on Actuarial Science Fields 13 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Statistics (62-XX) 4 Probability theory and stochastic processes (60-XX) 1 Integral equations (45-XX) 1 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications 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 1201.91089Dahl, Mikkel; Møller, Thomas 76 2006 Risk-minimizing hedging strategies for unit-linked life insurance contracts. Zbl 1168.91417Møller, Thomas 56 1998 Risk-minimizing hedging strategies for insurance payment processes. Zbl 0983.62076Møller, Thomas 46 2001 On systematic mortality risk and risk-minimization with survivor swaps. Zbl 1224.91054Dahl, Mikkel; Melchior, Martin; Møller, Thomas 32 2008 Hedging equity-linked life insurance contracts. Zbl 1083.91546Møller, Thomas 26 2001 Market-valuation methods in life and pension insurance. Zbl 1114.91062Møller, Thomas; Steffensen, Mogens 23 2007 Cash flows and policyholder behaviour in the semi-Markov life insurance setup. Zbl 1401.91105Buchardt, Kristian; Møller, Thomas; Schmidt, Kristian Bjerre 14 2015 Indifference pricing of insurance contracts in a product space model. Zbl 1038.62097Møller, Thomas 11 2003 Indifference pricing of insurance contracts in a product space model: Applications. Zbl 1024.62044Møller, Thomas 9 2003 On transformations of actuarial valuation principles. Zbl 1074.62531Møller, Thomas 8 2001 A partial internal model for longevity risk. Zbl 1398.91334Jarner, Søren Fiig; Møller, Thomas 4 2015 Stochastic orders in dynamic reinsurance markets. Zbl 1060.62122Møller, Thomas 4 2004 Specifying OLAP cubes on XML data. Zbl 0998.68051Jensen, Mikael R.; Møller, Thomas H.; Pedersen, Torben Bach 2 2001 Cash flows and policyholder behaviour in the semi-Markov life insurance setup. Zbl 1401.91105Buchardt, Kristian; Møller, Thomas; Schmidt, Kristian Bjerre 14 2015 A partial internal model for longevity risk. Zbl 1398.91334Jarner, Søren Fiig; Møller, Thomas 4 2015 On systematic mortality risk and risk-minimization with survivor swaps. Zbl 1224.91054Dahl, Mikkel; Melchior, Martin; Møller, Thomas 32 2008 Market-valuation methods in life and pension insurance. Zbl 1114.91062Møller, Thomas; Steffensen, Mogens 23 2007 Valuation and hedging of life insurance liabilities with systematic mortality risk. Zbl 1201.91089Dahl, Mikkel; Møller, Thomas 76 2006 Stochastic orders in dynamic reinsurance markets. Zbl 1060.62122Møller, Thomas 4 2004 Indifference pricing of insurance contracts in a product space model. Zbl 1038.62097Møller, Thomas 11 2003 Indifference pricing of insurance contracts in a product space model: Applications. Zbl 1024.62044Møller, Thomas 9 2003 Risk-minimizing hedging strategies for insurance payment processes. Zbl 0983.62076Møller, Thomas 46 2001 Hedging equity-linked life insurance contracts. Zbl 1083.91546Møller, Thomas 26 2001 On transformations of actuarial valuation principles. Zbl 1074.62531Møller, Thomas 8 2001 Specifying OLAP cubes on XML data. Zbl 0998.68051Jensen, Mikael R.; Møller, Thomas H.; Pedersen, Torben Bach 2 2001 Risk-minimizing hedging strategies for unit-linked life insurance contracts. Zbl 1168.91417Møller, Thomas 56 1998 all cited Publications top 5 cited Publications 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 all top 5 Cited in 34 Serials 83 Insurance Mathematics & Economics 26 Scandinavian Actuarial Journal 16 North American Actuarial Journal 14 ASTIN Bulletin 10 European Actuarial Journal 5 Journal of Computational and Applied Mathematics 5 Quantitative Finance 4 Stochastic Analysis and Applications 4 Finance and Stochastics 3 Mathematics and Financial Economics 2 Journal of Mathematical Analysis and Applications 2 The Annals of Applied Probability 2 Communications in Statistics. Theory and Methods 2 Mathematical Finance 2 International Journal of Theoretical and Applied Finance 2 Journal of Probability and Statistics 1 Theory of Probability and its Applications 1 Applied Mathematics and Optimization 1 Journal of Applied Probability 1 Journal of Computer and System Sciences 1 Acta Mathematicae Applicatae Sinica. English Series 1 Mathematical and Computer Modelling 1 Journal of Applied Mathematics and Stochastic Analysis 1 Journal of Global Optimization 1 Discrete Dynamics in Nature and Society 1 Applied Stochastic Models in Business and Industry 1 Stochastics 1 Frontiers of Mathematics in China 1 Advances in Data Analysis and Classification. ADAC 1 AStA. Advances in Statistical Analysis 1 SIAM Journal on Financial Mathematics 1 Science China. Mathematics 1 The Scientific World Journal. Probability and Statistics 1 Results in Applied Mathematics all top 5 Cited in 13 Fields 193 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 65 Probability theory and stochastic processes (60-XX) 46 Statistics (62-XX) 10 Numerical analysis (65-XX) 10 Systems theory; control (93-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 3 General and overarching topics; collections (00-XX) 2 Partial differential equations (35-XX) 2 Computer science (68-XX) 2 Operations research, mathematical programming (90-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) Citations by Year