It kills not only mosquito, also you...

Mosquito coil is mosquito-repelling incense, usually shaped into a spiral, and typically made from a dried paste of pyrethrum powder. The coil is usually held at the center of the spiral, suspending it in the air, or wedged by two pieces of fireproof nettings to allow continuous smoldering. Burning usually begins at the outer end of the spiral and progresses slowly toward the centre of the spiral, producing a mosquito-repellent smoke. A typical mosquito coil can measure around 15 cm in diameter and lasts up to 8 hours. Mosquito coils are widely used in Asia, Africa, and South America.
  
http://i01.i.aliimg.com/photo/v0/11387353/Mosquito_Coil.jpgIngredients
The active ingredients found in mosquito coils can be some of the following:
  • Pyrethrum (Natural, powdered material from a kind of chrysanthemum plant; performance moderated)
  • Pyrethrins (Extract of insecticidal chemicals in pyrethrum)
  • Allethrin (sometimes d-trans-allethrin) (The first synthetic pyrethroid)
  • Esbiothrin (A form of allethrin)
  • Dibutyl hydroxyl toluene (BHT) (An optional additive to prevent pyrethroid from oxidizing during burning)
  • Piperonyl butoxide (PBO) (An optional additive to improve the effectiveness of pyrethroid)
  • N-(2-ethylhexyl)-bicyclo-(2,2,1)hept-5-ene-2,3-dicarboximide (MGK 264) (An optional additive to improve effectiveness of a pyrethroid)
 Advantages

Mosquito coils nowadays burn without flame for up to eight hours of continuous repelling action. In quantitative tests, they provide about 80% protection. Mosquito coils are also cheap and need no special equipment to use it other than just lighting it up. They are portable and fit into normal household practices of lighting candles or incense.

Disadvantages

http://healthylifecarenews.com/wp-content/uploads/2011/07/Cigarettes-healthy.jpgThere are several hazards that are known to be caused by mosquito coils. In 1999, sparks from mosquito coils ignited a fire that swept through a three-story dormitory building at a summer camp in South Korea; 23 persons, including 19 children, died in the blaze. Recent studies showed that the smoke generated from burning mosquito coil is of certain health concerns – one burning mosquito coil produces the same amount of particulate mass (diameter up to 2.5 μm) as 75-137 burning cigarettes would; and the emission of formaldehyde from one burning coil can be as high as that released from 51 burning cigarettes.

http://kidshealth.org/teen/drug_alcohol/tobacco/images_77050/1088439702291.lungs.jpgHazards
Nervous weakness is an important side effect of chemicals used in mosquito repellents.

The allethrins are a pair of related synthetic compounds used in coils. They are synthetic pyrethroids, a synthetic form of a chemical found naturally in the chrysanthemum flower. They were first synthesized in the United States by Milton S. Schechter in 1949. Allethrin was the first pyrethroid.
The compounds have low toxicity for humans and birds, and are used in many household insecticides such as RAID as well as mosquito coils. They are however highly toxic to fish and bees. Insects subject to its exposure become paralyzed (nervous system effect) before dying.
They are also used as an ultra-low volume spray for outdoor mosquito control.

Allethrins and Prallethrins primarily affect our respiratory and immune systems, and in extreme cases, even our nervous system .

http://www.chemicalbook.com/CAS%5CGIF%5C584-79-2.gifThe improper use of mosquito coils and mats cause liver and cornea damage, asthma, wheeze, shortness of breath, headaches and loss of fertility in men and women. The public should follow guidelines when using them and avoid excessive use of mosquito coils.

Precautions
The proper use of mosquito coils can reduce side effects. The people need to light the mosquito coils and mats half and hour before bed time. It should be done, after closing doors and windows of the room and after switching off fans.

After half an hour, all doors and windows should be opened and left open for some time, before closing them and going to bed. Only after that, the room is safe.

Mosquito Coils May Cause Cancer

http://topnews.in/healthcare/sites/default/files/yucklung-cancer.jpgBanned substance in coils may expose users to lung carcinogen.The mosquito coil made in some Asian countries that people often use to ward off mosquitoes may be releasing cancer-causing smoke, scientists at UC Riverside report in the journal Environmental Health Perspectives.

 While exposing the users,it releases a potent lung carcinogen,BCME (bischloromethyl ether)