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 6 915
Life Insurance Liabilities at Market Value 0 0 3 407 0 0 6 1,002
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs 0 0 3 68 0 0 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 0 216
Time Charters with Purchase Options in Shipping: Valuation and Risk Management 1 1 1 129 3 5 15 350
Traffic Light Options 1 1 1 205 1 2 5 1,338
Total Working Papers 2 2 8 1,186 4 7 37 4,150


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 0 3 179
A comparison of three different pension savings products with special emphasis on the payout phase 0 0 0 6 0 0 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 0 1 3 26 0 2 6 112
Analytical Valuation of American-Style Asian Options 0 0 1 38 0 0 4 110
Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies 2 4 11 378 4 7 25 837
Life Insurance Contracts with Embedded Options 0 0 0 0 1 2 2 2
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 1 1 7 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 1 89 0 1 3 210
The bonus-crediting mechanism of Danish pension and life insurance companies: an empirical analysis 0 0 2 22 0 0 4 72
The cost of insuring against underperformance of ESG screened index funds 0 0 0 0 0 0 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 0 2 10 194
Total Journal Articles 2 5 22 720 6 15 74 2,002


Statistics updated 2025-05-12