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 2 5 8 923
Life Insurance Liabilities at Market Value 0 0 0 407 2 5 13 1,015
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs 0 0 0 68 2 3 5 250
Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs 0 0 0 8 0 0 2 31
Optionsaflønning i danske børsnoterede selskaber 0 0 0 14 0 2 2 57
The Value and Incentives of Option-based Compensation in Danish Listed Companies 0 0 0 69 2 7 8 224
Time Charters with Purchase Options in Shipping: Valuation and Risk Management 0 0 1 129 3 10 19 365
Traffic Light Options 0 0 1 205 2 8 14 1,351
Total Working Papers 0 0 2 1,186 13 40 71 4,216


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 2 6 7 186
A comparison of three different pension savings products with special emphasis on the payout phase 0 0 1 7 1 2 7 31
American-style Indexed Executive Stock Options 0 0 0 0 0 4 6 21
An analysis of a three-factor model proposed by the Danish Society of Actuaries for forecasting and risk analysis 0 0 0 0 0 1 1 1
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 4 10 121
Analytical Valuation of American-Style Asian Options 0 1 1 39 1 3 5 115
Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies 0 1 6 381 1 9 22 854
Fast and accurate analytical approximation of bond prices when short interest rates are lognormal 0 0 0 0 1 6 9 9
Life Insurance Contracts with Embedded Options 0 0 0 0 0 3 8 9
Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs 0 0 0 11 0 2 4 51
On accounting standards and fair valuation of life insurance and pension liabilities 0 0 0 1 0 0 2 3
On risk charges and shadow account options in pension funds 0 0 0 0 0 3 6 6
On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes 0 0 1 17 1 6 10 82
Optionsaflønning i danske børsnoterede selskaber 0 0 0 0 0 4 5 7
Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims 0 0 0 89 0 8 10 220
The bonus-crediting mechanism of Danish pension and life insurance companies: an empirical analysis 0 0 0 22 0 1 6 78
The cost of insuring against underperformance of ESG screened index funds 0 0 0 0 0 4 8 13
Time Charters with Purchase Options in Shipping: Valuation and Risk Management 1 1 1 31 1 2 4 123
Traffic light options 0 0 0 50 0 5 8 201
Total Journal Articles 1 3 10 727 8 73 138 2,131


Statistics updated 2026-03-04