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 4 918
Life Insurance Liabilities at Market Value 0 0 1 407 1 4 10 1,010
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs 0 0 0 68 0 1 3 247
Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs 0 0 0 8 1 1 2 31
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 1 1 217
Time Charters with Purchase Options in Shipping: Valuation and Risk Management 0 0 1 129 1 2 16 355
Traffic Light Options 0 0 1 205 0 0 9 1,343
Total Working Papers 0 0 3 1,186 4 11 45 4,176


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 2 180
A comparison of three different pension savings products with special emphasis on the payout phase 0 0 1 7 4 4 7 29
American-style Indexed Executive Stock Options 0 0 0 0 1 2 2 17
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 1 26 0 1 7 117
Analytical Valuation of American-Style Asian Options 0 0 1 38 0 2 3 112
Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies 0 1 7 380 4 6 17 845
Fast and accurate analytical approximation of bond prices when short interest rates are lognormal 0 0 0 0 0 1 3 3
Life Insurance Contracts with Embedded Options 0 0 0 0 3 4 6 6
Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs 0 0 0 11 0 1 2 49
On accounting standards and fair valuation of life insurance and pension liabilities 0 0 0 1 0 1 2 3
On risk charges and shadow account options in pension funds 0 0 0 0 0 1 3 3
On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes 0 1 1 17 2 3 6 76
Optionsaflønning i danske børsnoterede selskaber 0 0 0 0 1 1 2 3
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 0 22 1 1 6 77
The cost of insuring against underperformance of ESG screened index funds 0 0 0 0 0 2 5 9
Time Charters with Purchase Options in Shipping: Valuation and Risk Management 0 0 0 30 0 0 2 121
Traffic light options 0 0 0 50 0 0 7 196
Total Journal Articles 0 2 11 724 17 31 85 2,058


Statistics updated 2025-12-06