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 0 1 6 95
Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting 0 0 0 9 1 2 14 58
Collective reserving using individual claims data 0 0 2 2 1 1 12 15
Fair valuation of insurance liability cash-flow streams in continuous time: Theory 0 0 0 3 0 1 10 35
Gamma Mixture Density Networks and their application to modelling insurance claim amounts 0 0 2 12 1 2 15 51
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 1 0 1 7 8
Kalibracja dwuczynnikowego modelu chwilowej stopy procentowej typu G2++ w mierze rzeczywistej i neutralnej względem ryzyka 0 0 0 5 0 0 9 78
Mean-variance portfolio selection for a non-life insurance company 0 0 1 2 0 2 11 44
Neural Networks for the Joint Development of Individual Payments and Claim Incurred 0 0 1 6 0 0 6 44
ONE-YEAR PREMIUM RISK AND EMERGENCE PATTERN OF ULTIMATE LOSS BASED ON CONDITIONAL DISTRIBUTION 0 0 0 5 2 2 11 34
One-Year and Ultimate Reserve Risk in Mack Chain Ladder Model 0 0 0 1 0 1 11 20
Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient 0 0 1 6 0 0 16 43
Practical and theoretical aspects of market-consistent valuation and hedging of insurance liabilities 0 0 0 56 1 4 27 235
Pricing and hedging of variable annuities with state-dependent fees 0 0 0 6 1 1 6 64
The use of autoencoders for training neural networks with mixed categorical and numerical features 0 1 1 3 2 3 6 14
Time-inconsistent stochastic optimal control problems in insurance and finance 0 0 1 10 1 3 8 44
Total Journal Articles 0 1 9 127 10 24 175 882

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Statistics updated 2026-09-10