The following pages link to Peter Løchte Jørgensen (Q375258):
Displaying 10 items.
- American bond option pricing in one-factor dynamic term structure models (Q375259) (← links)
- Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies (Q1974042) (← links)
- On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes (Q2260948) (← links)
- Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims (Q2492170) (← links)
- Time Charters with Purchase Options in Shipping: Valuation and Risk Management (Q3063872) (← links)
- Analytical Valuation of American-Style Asian Options (Q3114642) (← links)
- An analysis of a three-factor model proposed by the Danish Society of Actuaries for forecasting and risk analysis (Q4575380) (← links)
- On risk charges and shadow account options in pension funds (Q4576917) (← links)
- American-style Indexed Executive Stock Options (Q4805375) (← links)
- On accounting standards and fair valuation of life insurance and pension liabilities (Q5467666) (← links)
