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 2 9 87
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 0 0 1
Fair valuation of insurance liability cash-flow streams in continuous time: Theory 0 1 2 3 0 2 6 25
Gamma Mixture Density Networks and their application to modelling insurance claim amounts 0 0 5 10 1 1 12 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 0 1 1 22
One-Year and Ultimate Reserve Risk in Mack Chain Ladder Model 0 0 0 1 0 1 1 8
Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient 0 0 0 4 0 0 0 23
Practical and theoretical aspects of market-consistent valuation and hedging of insurance liabilities 1 1 6 56 1 1 8 206
Pricing and hedging of variable annuities with state-dependent fees 0 0 1 6 0 1 6 57
The use of autoencoders for training neural networks with mixed categorical and numerical features 0 1 1 2 1 2 4 8
Time-inconsistent stochastic optimal control problems in insurance and finance 0 0 0 8 0 1 1 35
Total Journal Articles 1 3 16 115 3 12 54 690

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Statistics updated 2025-05-12