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 1 2 10 927
Life Insurance Liabilities at Market Value 0 0 0 407 1 2 12 1,021
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs 0 0 0 68 3 6 10 257
Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs 0 0 0 8 0 0 3 33
Optionsaflønning i danske børsnoterede selskaber 0 0 0 14 1 2 9 64
The Value and Incentives of Option-based Compensation in Danish Listed Companies 0 0 0 69 3 3 14 231
Time Charters with Purchase Options in Shipping: Valuation and Risk Management 0 0 0 129 0 1 16 370
Traffic Light Options 0 0 0 205 1 3 15 1,358
Total Working Papers 0 0 0 1,186 10 19 89 4,261


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 1 10 189
A comparison of three different pension savings products with special emphasis on the payout phase 0 0 1 8 3 5 14 39
American-style Indexed Executive Stock Options 0 0 0 0 0 0 9 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 3 3
An analysis of the Solvency II regulatory framework’s Smith-Wilson model for the term structure of risk-free interest rates 1 1 1 27 2 4 13 130
Analytical Valuation of American-Style Asian Options 0 0 1 39 0 0 7 119
Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies 0 0 2 382 3 8 28 869
Fast and accurate analytical approximation of bond prices when short interest rates are lognormal 0 0 0 0 0 0 10 13
Life Insurance Contracts with Embedded Options 0 0 0 0 2 2 11 14
Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs 0 0 0 11 3 5 9 58
On accounting standards and fair valuation of life insurance and pension liabilities 0 0 0 1 1 1 3 6
On risk charges and shadow account options in pension funds 0 0 0 0 0 1 7 10
On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes 0 0 2 19 3 3 17 91
Optionsaflønning i danske børsnoterede selskaber 0 0 0 0 1 1 8 10
Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims 0 0 0 89 2 4 16 228
The bonus-crediting mechanism of Danish pension and life insurance companies: an empirical analysis 0 1 1 23 1 2 9 85
The cost of insuring against underperformance of ESG screened index funds 0 0 0 0 5 8 13 22
Time Charters with Purchase Options in Shipping: Valuation and Risk Management 0 0 1 31 1 1 3 124
Traffic light options 0 0 0 50 2 2 11 207
Total Journal Articles 1 2 9 733 31 49 201 2,242


Statistics updated 2026-11-12