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 10 926
Life Insurance Liabilities at Market Value 0 0 0 407 0 1 14 1,020
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs 0 0 0 68 1 3 8 254
Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs 0 0 0 8 0 0 3 33
Optionsaflønning i danske børsnoterede selskaber 0 0 0 14 1 1 8 63
The Value and Incentives of Option-based Compensation in Danish Listed Companies 0 0 0 69 0 0 12 228
Time Charters with Purchase Options in Shipping: Valuation and Risk Management 0 0 0 129 0 1 17 370
Traffic Light Options 0 0 0 205 0 3 14 1,357
Total Working Papers 0 0 0 1,186 2 10 86 4,251


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 0 9 188
A comparison of three different pension savings products with special emphasis on the payout phase 0 0 1 8 0 3 11 36
American-style Indexed Executive Stock Options 0 0 0 0 0 0 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 2 2
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 1 2 12 128
Analytical Valuation of American-Style Asian Options 0 0 1 39 0 0 9 119
Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies 0 0 3 382 2 6 27 866
Fast and accurate analytical approximation of bond prices when short interest rates are lognormal 0 0 0 0 0 1 11 13
Life Insurance Contracts with Embedded Options 0 0 0 0 0 0 9 12
Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs 0 0 0 11 1 2 7 55
On accounting standards and fair valuation of life insurance and pension liabilities 0 0 0 1 0 0 3 5
On risk charges and shadow account options in pension funds 0 0 0 0 1 2 8 10
On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes 0 1 3 19 0 2 15 88
Optionsaflønning i danske børsnoterede selskaber 0 0 0 0 0 0 7 9
Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims 0 0 0 89 1 3 14 226
The bonus-crediting mechanism of Danish pension and life insurance companies: an empirical analysis 1 1 1 23 1 1 8 84
The cost of insuring against underperformance of ESG screened index funds 0 0 0 0 0 3 10 17
Time Charters with Purchase Options in Shipping: Valuation and Risk Management 0 0 1 31 0 0 2 123
Traffic light options 0 0 0 50 0 0 9 205
Total Journal Articles 1 2 10 732 7 25 183 2,211


Statistics updated 2026-10-11