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 2 5 10 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 1 1 2 3 2 2 6 25
Gamma Mixture Density Networks and their application to modelling insurance claim amounts 0 2 5 10 0 2 12 35
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 1 5 0 1 5 69
Mean-variance portfolio selection for a non-life insurance company 0 0 0 1 0 1 1 32
Neural Networks for the Joint Development of Individual Payments and Claim Incurred 0 0 1 5 0 1 3 37
ONE-YEAR PREMIUM RISK AND EMERGENCE PATTERN OF ULTIMATE LOSS BASED ON CONDITIONAL DISTRIBUTION 0 0 0 5 1 1 1 22
One-Year and Ultimate Reserve Risk in Mack Chain Ladder Model 0 0 0 1 1 1 2 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 0 1 5 55 0 1 8 205
Pricing and hedging of variable annuities with state-dependent fees 0 0 2 6 1 1 7 57
The use of autoencoders for training neural networks with mixed categorical and numerical features 1 1 1 2 1 1 4 7
Time-inconsistent stochastic optimal control problems in insurance and finance 0 0 0 8 1 1 1 35
Total Journal Articles 2 5 17 114 9 18 61 687

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Statistics updated 2025-03-03