Access Statistics for Peter Løchte Jørgensen

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
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities 0 0 0 286 0 1 8 924
Life Insurance Liabilities at Market Value 0 0 0 407 0 4 16 1,019
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs 0 0 0 68 0 0 5 250
Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs 0 0 0 8 0 2 4 33
Optionsaflønning i danske børsnoterede selskaber 0 0 0 14 0 4 6 61
The Value and Incentives of Option-based Compensation in Danish Listed Companies 0 0 0 69 1 4 12 228
Time Charters with Purchase Options in Shipping: Valuation and Risk Management 0 0 0 129 1 4 18 369
Traffic Light Options 0 0 0 205 0 3 14 1,354
Total Working Papers 0 0 0 1,186 2 22 83 4,238


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities 0 0 0 53 1 2 9 188
A comparison of three different pension savings products with special emphasis on the payout phase 0 1 2 8 0 2 9 33
American-style Indexed Executive Stock Options 0 0 0 0 0 4 10 25
An analysis of a three-factor model proposed by the Danish Society of Actuaries for forecasting and risk analysis 0 0 0 0 1 1 2 2
An analysis of the Solvency II regulatory framework’s Smith-Wilson model for the term structure of risk-free interest rates 0 0 0 26 0 5 13 126
Analytical Valuation of American-Style Asian Options 0 0 1 39 0 4 9 119
Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies 1 1 4 382 2 3 20 857
Fast and accurate analytical approximation of bond prices when short interest rates are lognormal 0 0 0 0 1 3 12 12
Life Insurance Contracts with Embedded Options 0 0 0 0 0 3 10 12
Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs 0 0 0 11 0 1 5 52
On accounting standards and fair valuation of life insurance and pension liabilities 0 0 0 1 0 2 4 5
On risk charges and shadow account options in pension funds 0 0 0 0 0 2 8 8
On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes 1 1 2 18 1 4 13 86
Optionsaflønning i danske børsnoterede selskaber 0 0 0 0 0 2 7 9
Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims 0 0 0 89 1 2 10 222
The bonus-crediting mechanism of Danish pension and life insurance companies: an empirical analysis 0 0 0 22 1 5 10 83
The cost of insuring against underperformance of ESG screened index funds 0 0 0 0 0 1 9 14
Time Charters with Purchase Options in Shipping: Valuation and Risk Management 0 0 1 31 0 0 3 123
Traffic light options 0 0 0 50 0 3 10 204
Total Journal Articles 2 3 10 730 8 49 173 2,180


Statistics updated 2026-06-04