Access Statistics for Łukasz Delong

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management 0 0 0 50 2 5 9 166
Pricing equity-linked life insurance contracts with multiple risk factors by neural networks 1 2 2 9 2 3 3 27
Pricing equity-linked life insurance contracts with multiple risk factors by neural networks 0 0 0 3 0 2 2 16
Total Working Papers 1 2 2 62 4 10 14 209

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process 0 0 1 14 2 2 4 48
Applications of backward stochastic differential equations to insurance and finance 0 0 0 0 0 1 7 91
Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting 0 0 0 9 1 2 2 46
Collective reserving using individual claims data 1 1 1 1 2 2 5 6
FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS 0 0 0 7 1 1 1 26
Fair valuation of insurance liability cash-flow streams in continuous time: Theory 0 0 1 3 0 1 3 26
Gamma Mixture Density Networks and their application to modelling insurance claim amounts 0 1 1 11 0 5 6 41
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 0 1 1
Isotonic Regression for Variance Estimation and Its Role in Mean Estimation and Model Validation 0 0 0 0 2 4 4 4
Kalibracja dwuczynnikowego modelu chwilowej stopy procentowej typu G2++ w mierze rzeczywistej i neutralnej względem ryzyka 0 0 0 5 1 2 3 71
Mean-variance optimization problems for an accumulation phase in a defined benefit plan 0 0 0 39 1 3 3 165
Mean-variance portfolio selection for a non-life insurance company 1 1 1 2 3 3 5 36
Neural Networks for the Joint Development of Individual Payments and Claim Incurred 0 0 0 5 0 1 2 39
No-Good-Deal, Local Mean-Variance and Ambiguity Risk Pricing and Hedging for an Insurance Payment Process 0 0 0 1 1 1 2 13
ONE-YEAR PREMIUM RISK AND EMERGENCE PATTERN OF ULTIMATE LOSS BASED ON CONDITIONAL DISTRIBUTION 0 0 0 5 0 3 5 26
OPTIMAL INVESTMENT FOR A DEFINED-CONTRIBUTION PENSION SCHEME UNDER A REGIME SWITCHING MODEL 0 0 0 5 2 3 3 29
On Malliavin's differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures 0 0 0 4 2 4 6 41
One-Year and Ultimate Reserve Risk in Mack Chain Ladder Model 0 0 0 1 0 3 6 13
Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient 0 0 2 6 2 7 13 36
Practical and theoretical aspects of market-consistent valuation and hedging of insurance liabilities 0 0 2 56 3 5 9 213
Pricing and hedging of variable annuities with state-dependent fees 0 0 0 6 0 0 2 58
The use of autoencoders for training neural networks with mixed categorical and numerical features 0 0 1 2 1 2 4 10
Time-inconsistent stochastic optimal control problems in insurance and finance 0 0 1 9 0 0 2 36
Total Journal Articles 2 3 12 192 24 55 98 1,075

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09