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~subject:"Lebensversicherung"
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Lebensversicherung
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Løchte Jørgensen, Peter
18
Grosen, Anders
14
Jensen, Bjarke
4
Jørgensen, Peter Løchte
4
Bohnert, Alexander
2
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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
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
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Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
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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
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3
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:
4
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:
5
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
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6
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:
7
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:
8
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
Saved in:
9
Life insurance liabilities at market value
Grosen, Anders
;
Løchte Jørgensen, Peter
-
2001
Persistent link: https://www.econbiz.de/10001613879
Saved in:
10
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
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