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 10 926
Life Insurance Liabilities at Market Value 0 0 0 407 1 1 14 1,020
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs 0 0 0 68 2 3 7 253
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 0 1 7 62
The Value and Incentives of Option-based Compensation in Danish Listed Companies 0 0 0 69 0 0 12 228
Time Charters with Purchase Options in Shipping: Valuation and Risk Management 0 0 0 129 1 1 17 370
Traffic Light Options 0 0 0 205 2 3 14 1,357
Total Working Papers 0 0 0 1,186 7 11 84 4,249


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 9 188
A comparison of three different pension savings products with special emphasis on the payout phase 0 0 1 8 2 3 11 36
American-style Indexed Executive Stock Options 0 0 0 0 0 0 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 0 0 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 1 1 11 127
Analytical Valuation of American-Style Asian Options 0 0 1 39 0 0 9 119
Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies 0 0 3 382 3 7 25 864
Fast and accurate analytical approximation of bond prices when short interest rates are lognormal 0 0 0 0 0 1 11 13
Life Insurance Contracts with Embedded Options 0 0 0 0 0 0 10 12
Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs 0 0 0 11 1 2 6 54
On accounting standards and fair valuation of life insurance and pension liabilities 0 0 0 1 0 0 3 5
On risk charges and shadow account options in pension funds 0 0 0 0 0 1 7 9
On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes 0 1 3 19 0 2 15 88
Optionsaflønning i danske børsnoterede selskaber 0 0 0 0 0 0 7 9
Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims 0 0 0 89 1 3 13 225
The bonus-crediting mechanism of Danish pension and life insurance companies: an empirical analysis 0 0 0 22 0 0 7 83
The cost of insuring against underperformance of ESG screened index funds 0 0 0 0 3 3 10 17
Time Charters with Purchase Options in Shipping: Valuation and Risk Management 0 0 1 31 0 0 2 123
Traffic light options 0 0 0 50 0 1 9 205
Total Journal Articles 0 1 9 731 11 24 177 2,204


Statistics updated 2026-09-10