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person:"Løchte Jørgensen, Peter"
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14
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14
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11
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5
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5
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3
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Løchte Jørgensen, Peter
Gatzert, Nadine
59
Sherris, Michael
40
Gründl, Helmut
38
Schmeiser, Hato
35
Albrecht, Peter
34
Koijen, Ralph S. J.
30
Ruß, Jochen
30
Mitchell, Olivia S.
29
Yogo, Motohiro
29
Chen, An
27
Kotlikoff, Laurence J.
25
Maurer, Raimond
23
Pitacco, Ermanno
20
Adams, Michael B.
19
Eling, Martin
19
Fang, Hanming
19
Hanewald, Katja
19
Blake, David
18
Carson, James M.
17
Brown, Jeffrey R.
15
Dhaene, Jan
15
Heijdra, Ben J.
15
Rogalla, Ralph
15
Bacinello, Anna Rita
14
Bauer, Daniel
14
Grosen, Anders
14
Haberman, Steven
14
Hieber, Peter
14
Keneley, Monica
14
Kling, Alexander
14
Olivieri, Annamaria
14
Schradin, Heinrich R.
14
Stone, Charles A.
14
Warshawsky, Mark J.
14
Bohnert, Alexander
13
Gokhale, Jagadeesh
13
Milevsky, Moshe Arye
13
Post, Thomas
13
Zissu, Anne-Marie
13
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Working paper
3
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Insurance / Mathematics & economics
1
Journal of pension economics and finance
1
The European journal of finance
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ECONIS (ZBW)
14
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1
On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes
Bohnert, Alexander
;
Gatzert, Nadine
;
Løchte …
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 83-97
Persistent link: https://www.econbiz.de/10010484826
Saved in:
2
Lognormal approximation of complex path-dependent pension scheme payoffs
Løchte Jørgensen, Peter
- In:
The European journal of finance
13
(
2007
)
7/8
,
pp. 595-619
Persistent link: https://www.econbiz.de/10003609931
Saved in:
3
The bonus-crediting mechanism of Danish pension and life insurance companies : an empirical analysis
Grosen, Anders
;
Løchte Jørgensen, Peter
- In:
Journal of pension economics and finance
1
(
2002
)
3
,
pp. 249-268
Persistent link: https://www.econbiz.de/10001776284
Saved in:
4
Life insurance liabilities at market value : an analysis of insolvency risk, bonus policy, and regulatory intervention rules in a barrier option framework
Grosen, Anders
;
Løchte Jørgensen, Peter
- In:
The journal of risk and insurance : the journal of the …
69
(
2002
)
1
,
pp. 63-91
Persistent link: https://www.econbiz.de/10001671252
Saved in:
5
The bonus-crediting mechanism of Danish pension and life insurance companies
Grosen, Anders
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724272
Saved in:
6
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
Saved in:
7
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
Saved in:
8
Life insurance liabilities at market value
Grosen, Anders
;
Løchte Jørgensen, Peter
-
2001
Persistent link: https://www.econbiz.de/10001613879
Saved in:
9
A finite difference approach to the valuation of path dependent life insurance liabilities
Jensen, Bjarke
;
Løchte Jørgensen, Peter
;
Grosen, Anders
-
2001
Persistent link: https://www.econbiz.de/10001613883
Saved in:
10
A finite difference approach to the valuation of path dependent life insurance liabilities
Jensen, Bjarke
;
Løchte Jørgensen, Peter
;
Grosen, Anders
- In:
The Geneva papers on risk and insurance theory
26
(
2001
)
1
,
pp. 57-84
Persistent link: https://www.econbiz.de/10001600977
Saved in:
11
A finite difference approach to the valuation of path dependent life insurance liabilities
Jensen, Bjarke
;
Løchte Jørgensen, Peter
;
Grosen, Anders
-
2000
Persistent link: https://www.econbiz.de/10001456701
Saved in:
12
Fair valuation of life insurance liabilities : the impact of interest rate guarantees, surrender options, and bonus policies
Grosen, Anders
;
Løchte Jørgensen, Peter
-
1999
Persistent link: https://www.econbiz.de/10001375327
Saved in:
13
Fair valuation of life insurance liabilities : the impact of interest rate guarantees, surrender options, and bonus policies
Grosen, Anders
;
Løchte Jørgensen, Peter
-
1999
Persistent link: https://www.econbiz.de/10001455773
Saved in:
14
Valuation of early exercisable interest rate guarantees
Grosen, Anders
- In:
The journal of risk and insurance : the journal of the …
64
(
1997
)
3
,
pp. 481-503
Persistent link: https://www.econbiz.de/10001229768
Saved in:
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