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 3 9 924
Life Insurance Liabilities at Market Value 0 0 0 407 3 6 17 1,019
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs 0 0 0 68 0 2 5 250
Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs 0 0 0 8 2 2 4 33
Optionsaflønning i danske børsnoterede selskaber 0 0 0 14 1 4 6 61
The Value and Incentives of Option-based Compensation in Danish Listed Companies 0 0 0 69 0 5 11 227
Time Charters with Purchase Options in Shipping: Valuation and Risk Management 0 0 0 129 0 6 18 368
Traffic Light Options 0 0 0 205 1 5 16 1,354
Total Working Papers 0 0 0 1,186 8 33 86 4,236


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 3 8 187
A comparison of three different pension savings products with special emphasis on the payout phase 1 1 2 8 2 3 9 33
American-style Indexed Executive Stock Options 0 0 0 0 4 4 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 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 0 26 4 5 14 126
Analytical Valuation of American-Style Asian Options 0 0 1 39 2 5 9 119
Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies 0 0 3 381 0 2 18 855
Fast and accurate analytical approximation of bond prices when short interest rates are lognormal 0 0 0 0 2 3 11 11
Life Insurance Contracts with Embedded Options 0 0 0 0 3 3 10 12
Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs 0 0 0 11 1 1 5 52
On accounting standards and fair valuation of life insurance and pension liabilities 0 0 0 1 2 2 4 5
On risk charges and shadow account options in pension funds 0 0 0 0 1 2 8 8
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 4 12 85
Optionsaflønning i danske børsnoterede selskaber 0 0 0 0 2 2 7 9
Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims 0 0 0 89 1 1 11 221
The bonus-crediting mechanism of Danish pension and life insurance companies: an empirical analysis 0 0 0 22 2 4 10 82
The cost of insuring against underperformance of ESG screened index funds 0 0 0 0 1 1 9 14
Time Charters with Purchase Options in Shipping: Valuation and Risk Management 0 1 1 31 0 1 4 123
Traffic light options 0 0 0 50 3 3 10 204
Total Journal Articles 1 2 8 728 33 49 170 2,172


Statistics updated 2026-05-06