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 3 7 94
Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting 0 0 0 9 0 5 6 50
Collective reserving using individual claims data 0 2 2 2 2 7 10 11
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 0 0 1 11 0 4 10 45
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 1 5 6 75
Mean-variance portfolio selection for a non-life insurance company 0 1 1 2 0 7 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 0 5 9 31
One-Year and Ultimate Reserve Risk in Mack Chain Ladder Model 0 0 0 1 2 5 10 18
Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient 0 0 2 6 0 6 17 40
Practical and theoretical aspects of market-consistent valuation and hedging of insurance liabilities 0 0 1 56 0 11 16 221
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 2 4 11
Time-inconsistent stochastic optimal control problems in insurance and finance 0 0 1 9 0 2 3 38
Total Journal Articles 0 4 10 124 6 73 122 809

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Statistics updated 2026-03-04