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 1 6 95
Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting 0 0 0 9 1 1 13 57
Collective reserving using individual claims data 0 0 2 2 0 0 11 14
Fair valuation of insurance liability cash-flow streams in continuous time: Theory 0 0 0 3 1 1 10 35
Gamma Mixture Density Networks and their application to modelling insurance claim amounts 0 0 2 12 1 1 14 50
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 1 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 1 2 12 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 0 0 9 32
One-Year and Ultimate Reserve Risk in Mack Chain Ladder Model 0 0 0 1 1 1 11 20
Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient 0 0 1 6 0 2 16 43
Practical and theoretical aspects of market-consistent valuation and hedging of insurance liabilities 0 0 0 56 3 5 26 234
Pricing and hedging of variable annuities with state-dependent fees 0 0 0 6 0 1 5 63
The use of autoencoders for training neural networks with mixed categorical and numerical features 1 1 1 3 1 1 4 12
Time-inconsistent stochastic optimal control problems in insurance and finance 0 1 1 10 0 5 7 43
Total Journal Articles 1 2 9 127 11 22 166 872

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Statistics updated 2026-08-07