Peter Løchte Jørgensen

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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

Research outcomes over time

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