Peter Løchte Jørgensen

Available identifiers

Publication	Date of Publication	Type
An analysis of a three-factor model proposed by the Danish Society of Actuaries for forecasting and risk analysis	2018-07-13	Paper
On risk charges and shadow account options in pension funds	2018-07-11	Paper
On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes	2015-03-13	Paper
American bond option pricing in one-factor dynamic term structure models	2013-10-29	Paper
Analytical Valuation of American-Style Asian Options	2012-02-19	Paper
Time Charters with Purchase Options in Shipping: Valuation and Risk Management	2010-12-15	Paper
Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims	2006-06-09	Paper
On accounting standards and fair valuation of life insurance and pension liabilities	2006-05-24	Paper
American-style Indexed Executive Stock Options	2003-05-14	Paper
Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies	2002-01-24	Paper

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