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 3 7 94
Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting 0 0 0 9 1 5 7 51
Collective reserving using individual claims data 0 1 2 2 1 6 11 12
Fair valuation of insurance liability cash-flow streams in continuous time: Theory 0 0 0 3 0 2 3 28
Gamma Mixture Density Networks and their application to modelling insurance claim amounts 1 1 2 12 2 6 12 47
Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process 0 0 1 1 0 3 4 4
Kalibracja dwuczynnikowego modelu chwilowej stopy procentowej typu G2++ w mierze rzeczywistej i neutralnej względem ryzyka 0 0 0 5 2 6 8 77
Mean-variance portfolio selection for a non-life insurance company 0 0 1 2 0 4 8 40
Neural Networks for the Joint Development of Individual Payments and Claim Incurred 0 1 1 6 0 4 6 43
ONE-YEAR PREMIUM RISK AND EMERGENCE PATTERN OF ULTIMATE LOSS BASED ON CONDITIONAL DISTRIBUTION 0 0 0 5 1 6 10 32
One-Year and Ultimate Reserve Risk in Mack Chain Ladder Model 0 0 0 1 1 6 11 19
Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient 0 0 2 6 1 5 18 41
Practical and theoretical aspects of market-consistent valuation and hedging of insurance liabilities 0 0 1 56 3 11 19 224
Pricing and hedging of variable annuities with state-dependent fees 0 0 0 6 0 2 3 60
The use of autoencoders for training neural networks with mixed categorical and numerical features 0 0 0 2 0 1 4 11
Time-inconsistent stochastic optimal control problems in insurance and finance 0 0 1 9 0 2 3 38
Total Journal Articles 1 3 11 125 12 72 134 821

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Statistics updated 2026-04-09