Access Statistics for Łukasz Delong

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Applications of backward stochastic differential equations to insurance and finance 0 0 0 0 1 2 10 89
Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting 0 0 0 9 0 0 1 44
Collective reserving using individual claims data 0 0 0 0 0 2 2 3
Fair valuation of insurance liability cash-flow streams in continuous time: Theory 0 0 1 3 0 0 4 25
Gamma Mixture Density Networks and their application to modelling insurance claim amounts 0 0 5 10 0 1 9 36
Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process 0 0 0 0 0 0 0 0
Kalibracja dwuczynnikowego modelu chwilowej stopy procentowej typu G2++ w mierze rzeczywistej i neutralnej względem ryzyka 0 0 0 5 0 0 2 69
Mean-variance portfolio selection for a non-life insurance company 0 0 0 1 0 0 1 32
Neural Networks for the Joint Development of Individual Payments and Claim Incurred 0 0 1 5 0 0 2 37
ONE-YEAR PREMIUM RISK AND EMERGENCE PATTERN OF ULTIMATE LOSS BASED ON CONDITIONAL DISTRIBUTION 0 0 0 5 1 1 2 23
One-Year and Ultimate Reserve Risk in Mack Chain Ladder Model 0 0 0 1 0 1 2 9
Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient 0 1 1 5 0 4 4 27
Practical and theoretical aspects of market-consistent valuation and hedging of insurance liabilities 0 1 4 56 1 3 7 208
Pricing and hedging of variable annuities with state-dependent fees 0 0 1 6 1 1 6 58
The use of autoencoders for training neural networks with mixed categorical and numerical features 0 0 1 2 0 1 4 8
Time-inconsistent stochastic optimal control problems in insurance and finance 0 0 0 8 0 0 1 35
Total Journal Articles 0 2 14 116 4 16 57 703

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Statistics updated 2025-07-04