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 4 6 921
Life Insurance Liabilities at Market Value 0 0 0 407 0 4 11 1,013
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs 0 0 0 68 1 1 3 248
Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs 0 0 0 8 0 1 2 31
Optionsaflønning i danske børsnoterede selskaber 0 0 0 14 1 2 2 57
The Value and Incentives of Option-based Compensation in Danish Listed Companies 0 0 0 69 2 5 6 222
Time Charters with Purchase Options in Shipping: Valuation and Risk Management 0 0 1 129 5 8 17 362
Traffic Light Options 0 0 1 205 3 6 13 1,349
Total Working Papers 0 0 2 1,186 13 31 60 4,203


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 2 5 5 184
A comparison of three different pension savings products with special emphasis on the payout phase 0 0 1 7 1 5 6 30
American-style Indexed Executive Stock Options 0 0 0 0 2 5 6 21
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 1 1
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 1 4 11 121
Analytical Valuation of American-Style Asian Options 1 1 1 39 1 2 4 114
Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies 0 1 7 381 5 12 23 853
Fast and accurate analytical approximation of bond prices when short interest rates are lognormal 0 0 0 0 3 5 8 8
Life Insurance Contracts with Embedded Options 0 0 0 0 3 6 9 9
Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs 0 0 0 11 2 2 4 51
On accounting standards and fair valuation of life insurance and pension liabilities 0 0 0 1 0 0 2 3
On risk charges and shadow account options in pension funds 0 0 0 0 3 3 6 6
On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes 0 0 1 17 3 7 9 81
Optionsaflønning i danske børsnoterede selskaber 0 0 0 0 3 5 5 7
Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims 0 0 0 89 5 8 11 220
The bonus-crediting mechanism of Danish pension and life insurance companies: an empirical analysis 0 0 0 22 1 2 6 78
The cost of insuring against underperformance of ESG screened index funds 0 0 0 0 4 4 8 13
Time Charters with Purchase Options in Shipping: Valuation and Risk Management 0 0 0 30 1 1 3 122
Traffic light options 0 0 0 50 4 5 9 201
Total Journal Articles 1 2 11 726 45 82 136 2,123


Statistics updated 2026-02-12