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 0 3 916
Life Insurance Liabilities at Market Value 0 0 2 407 0 3 8 1,006
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs 0 0 2 68 0 1 4 246
Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs 0 0 0 8 1 1 1 30
Optionsaflønning i danske børsnoterede selskaber 0 0 0 14 0 0 0 55
The Value and Incentives of Option-based Compensation in Danish Listed Companies 0 0 0 69 0 0 0 216
Time Charters with Purchase Options in Shipping: Valuation and Risk Management 0 0 1 129 1 2 16 353
Traffic Light Options 0 0 1 205 0 3 9 1,343
Total Working Papers 0 0 6 1,186 2 10 41 4,165


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 0 0 1 179
A comparison of three different pension savings products with special emphasis on the payout phase 0 1 1 7 0 1 3 25
American-style Indexed Executive Stock Options 0 0 0 0 0 0 0 15
An analysis of a three-factor model proposed by the Danish Society of Actuaries for forecasting and risk analysis 0 0 0 0 0 0 0 0
An analysis of the Solvency II regulatory framework’s Smith-Wilson model for the term structure of risk-free interest rates 0 0 2 26 0 3 7 116
Analytical Valuation of American-Style Asian Options 0 0 1 38 0 0 2 110
Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies 1 1 8 379 2 2 19 839
Fast and accurate analytical approximation of bond prices when short interest rates are lognormal 0 0 0 0 1 2 2 2
Life Insurance Contracts with Embedded Options 0 0 0 0 0 0 2 2
Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs 0 0 1 11 1 1 5 48
On accounting standards and fair valuation of life insurance and pension liabilities 0 0 0 1 0 1 1 2
On risk charges and shadow account options in pension funds 0 0 0 0 1 2 2 2
On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes 0 0 0 16 0 0 6 73
Optionsaflønning i danske børsnoterede selskaber 0 0 0 0 0 0 1 2
Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims 0 0 0 89 0 0 3 212
The bonus-crediting mechanism of Danish pension and life insurance companies: an empirical analysis 0 0 1 22 2 3 7 76
The cost of insuring against underperformance of ESG screened index funds 0 0 0 0 1 2 3 7
Time Charters with Purchase Options in Shipping: Valuation and Risk Management 0 0 0 30 0 1 2 121
Traffic light options 0 0 0 50 0 2 9 196
Total Journal Articles 1 2 14 722 8 20 75 2,027


Statistics updated 2025-09-05