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 1 7 915
Life Insurance Liabilities at Market Value 0 1 3 407 0 2 6 1,002
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs 0 0 3 68 0 1 5 245
Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs 0 0 0 8 0 0 0 29
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 1 216
Time Charters with Purchase Options in Shipping: Valuation and Risk Management 0 0 0 128 1 7 12 346
Traffic Light Options 0 0 0 204 1 3 4 1,337
Total Working Papers 0 1 6 1,184 2 14 35 4,145


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 1 53 0 1 3 179
A comparison of three different pension savings products with special emphasis on the payout phase 0 0 0 6 0 2 2 24
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 1 1 3 26 1 1 6 111
Analytical Valuation of American-Style Asian Options 0 1 1 38 0 1 4 110
Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies 1 2 12 375 2 4 29 832
Life Insurance Contracts with Embedded Options 0 0 0 0 1 1 1 1
Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs 0 0 2 11 0 0 5 47
On accounting standards and fair valuation of life insurance and pension liabilities 0 0 0 1 0 0 0 1
On risk charges and shadow account options in pension funds 0 0 0 0 0 0 0 0
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 2 7 72
Optionsaflønning i danske børsnoterede selskaber 0 0 0 0 0 1 1 2
Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims 0 0 2 89 1 1 5 210
The bonus-crediting mechanism of Danish pension and life insurance companies: an empirical analysis 0 0 2 22 0 1 4 72
The cost of insuring against underperformance of ESG screened index funds 0 0 0 0 0 1 2 5
Time Charters with Purchase Options in Shipping: Valuation and Risk Management 0 0 0 30 0 0 0 119
Traffic light options 0 0 1 50 1 4 9 193
Total Journal Articles 2 4 24 717 6 20 78 1,993


Statistics updated 2025-03-03