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Dahl, Mikkel

Co-Author Distance
Author ID: dahl.mikkel Recent zbMATH articles by "Dahl, Mikkel"
Published as: Dahl, Mikkel
Documents Indexed: 6 Publications since 1974
Co-Authors: 2 Co-Authors with 2 Joint Publications
8 Co-Co-Authors

Co-Authors

3 single-authored
2 Møller, Thomas H.
1 Bector, C. R.
1 Melchior, Martin

Serials

2 Insurance Mathematics & Economics
1 Cahiers du Centre d’Études de Recherche Opérationnelle
1 Scandinavian Actuarial Journal
1 Quantitative Finance
1 ASTIN Bulletin

Fields

5 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2 Statistics (62-XX)
1 Probability theory and stochastic processes (60-XX)
1 Operations research, mathematical programming (90-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

6 Publications have been cited 273 times in 196 Documents Cited by ▼ Year ▼
Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts. Zbl 1075.62095
Dahl, Mikkel
130
2004
Valuation and hedging of life insurance liabilities with systematic mortality risk. Zbl 1201.91089
Dahl, Mikkel; Møller, Thomas
95
2006
On systematic mortality risk and risk-minimization with survivor swaps. Zbl 1224.91054
Dahl, Mikkel; Melchior, Martin; Møller, Thomas
43
2008
Simplex type finite iteration technique and duality for a special type of pseudo-concave quadratic program. Zbl 0297.90064
Bector, C. R.; Dahl, M.
9
1974
A discrete-time model for reinvestment risk in bond markets. Zbl 1158.62072
Dahl, Mikkel
3
2007
A continuous-time model for reinvestment risk in bond markets. Zbl 1182.91183
Dahl, Mikkel
2
2009
A continuous-time model for reinvestment risk in bond markets. Zbl 1182.91183
Dahl, Mikkel
2
2009
On systematic mortality risk and risk-minimization with survivor swaps. Zbl 1224.91054
Dahl, Mikkel; Melchior, Martin; Møller, Thomas
43
2008
A discrete-time model for reinvestment risk in bond markets. Zbl 1158.62072
Dahl, Mikkel
3
2007
Valuation and hedging of life insurance liabilities with systematic mortality risk. Zbl 1201.91089
Dahl, Mikkel; Møller, Thomas
95
2006
Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts. Zbl 1075.62095
Dahl, Mikkel
130
2004
Simplex type finite iteration technique and duality for a special type of pseudo-concave quadratic program. Zbl 0297.90064
Bector, C. R.; Dahl, M.
9
1974
all cited Publications top 5 cited Publications
all top 5

Cited by 296 Authors

9 Blake, David
9 Sherris, Michael
8 Biagini, Francesca
7 Li, Johnny Siu-Hang
7 Regis, Luca
6 Cairns, Andrew J. G.
6 Dhaene, Jan
6 Jevtić, Petar
6 Mamon, Rogemar S.
5 Devolder, Pierre
5 Luciano, Elisa
5 Vigna, Elena
5 Young, Virginia R.
5 Ziveyi, Jonathan
4 Cox, Samuel H. jun.
4 Dowd, Kevin
4 Guillen, Montserrat
4 Lin, Yijia
4 Liu, Xiaoming
4 MacMinn, Richard D.
4 Milevsky, Moshe Arye
4 Møller, Thomas H.
4 Zhou, Kenneth Q.
3 Ballotta, Laura
3 Bauer, Daniel J.
3 Biffis, Enrico
3 Blackburn, Craig
3 Buchardt, Kristian
3 Ceci, Claudia
3 Chen, Bingzheng
3 Chen, Ze
3 Colaneri, Katia
3 Cretarola, Alessandra
3 Dahl, Mikkel
3 Delong, Łukasz
3 Denuit, Michel M.
3 Gao, Huan
3 Haberman, Steven
3 Ignatieva, Katja
3 Li, Jackie
3 Li, Jing
3 Tsai, Jeffrey Tzuhao
3 Tzeng, Larry Yu-Ren
3 Wang, Jennifer L.
3 Wüthrich, Mario Valentin
2 Ballestra, Luca Vincenzo
2 Bayraktar, Erhan
2 Börger, Matthias
2 Bravo, Jorge Miguel
2 Chen, An
2 Coughlan, Guy D.
2 De Rosa, Clemente
2 Deelstra, Griselda
2 Dong, Yinghui
2 Eberlein, Ernst W.
2 El Karoui, Nicole
2 Fabozzi, Frank J.
2 Feng, Runhuan
2 Fung, Man Chung
2 Giacometti, Rosella
2 Huang, Huaxiong
2 Jalen, Luka
2 Jang, Jiwook
2 Jarner, Søren Fiig
2 Li, Hong
2 Liu, Yanxin
2 Loisel, Stéphane
2 Ludkovski, Michael
2 Melnikov, Aleksander Viktorovich
2 Menoncin, Francesco
2 Millossovich, Pietro
2 Nielsen, Jens Perch
2 Norberg, Ragnar
2 Olivieri, Annamaria
2 Pacelli, Graziella
2 Pérez-Marín, Ana María
2 Petersen, Kitt Skovsø
2 Plat, Richard
2 Qian, Linyi
2 Rachev, Svetlozar T.
2 Rheinländer, Thorsten
2 Russo, Vincenzo
2 Salisbury, Thomas S.
2 Schmidt, Thorsten
2 Schreiber, Irene
2 Shimizu, Yasutaka
2 Śliwka, Piotr
2 Szimayer, Alexander
2 Tan, Ken Seng
2 Wang, Rongming
2 Yang, Tianyu
2 Yuen, Kam Chuen
2 Zeddouk, Fadoua
2 Zeineddine, Raghid
2 Zhang, Yinglin
1 Agarwal, Ankush
1 Albano, Giuseppina
1 Andreoli, Alessandro
1 Ayuso, Mercedes
1 Bahl, Raj Kumari
...and 196 more Authors
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Cited in 38 Serials

87 Insurance Mathematics & Economics
21 Scandinavian Actuarial Journal
14 ASTIN Bulletin
14 North American Actuarial Journal
6 Quantitative Finance
5 European Actuarial Journal
4 Journal of Computational and Applied Mathematics
4 Finance and Stochastics
3 Mathematical Finance
3 Decisions in Economics and Finance
2 Stochastic Analysis and Applications
2 Journal of Economic Dynamics & Control
2 Communications in Statistics. Theory and Methods
2 Journal of Industrial and Management Optimization
1 Advances in Applied Probability
1 Journal of Mathematical Analysis and Applications
1 Lithuanian Mathematical Journal
1 Journal of Applied Probability
1 Mathematics and Computers in Simulation
1 Operations Research
1 Mathematical and Computer Modelling
1 European Journal of Operational Research
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 Discrete Dynamics in Nature and Society
1 International Journal of Theoretical and Applied Finance
1 Journal of Applied Statistics
1 Communications in Nonlinear Science and Numerical Simulation
1 Probability in the Engineering and Informational Sciences
1 Applied Stochastic Models in Business and Industry
1 Computational Management Science
1 Stochastics
1 Journal of the Korean Statistical Society
1 Mathematics and Financial Economics
1 AStA. Advances in Statistical Analysis
1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
1 SIAM Journal on Financial Mathematics
1 Science China. Mathematics
1 Probability, Uncertainty and Quantitative Risk
all top 5

Cited in 14 Fields

185 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
50 Probability theory and stochastic processes (60-XX)
47 Statistics (62-XX)
10 Systems theory; control (93-XX)
6 Numerical analysis (65-XX)
5 General and overarching topics; collections (00-XX)
5 Calculus of variations and optimal control; optimization (49-XX)
3 Operations research, mathematical programming (90-XX)
3 Biology and other natural sciences (92-XX)
2 Integral transforms, operational calculus (44-XX)
1 Partial differential equations (35-XX)
1 Integral equations (45-XX)
1 Operator theory (47-XX)
1 Mathematics education (97-XX)

Citations by Year