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The Valuation of Callable Bond...
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Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
Saved in:
2
An analysis of the Solvency II regulatory framework's Smith-Wilson model for the term structure of risk-free interest rates
Løchte Jørgensen, Peter
- In:
Journal of banking & finance
97
(
2018
),
pp. 219-237
Persistent link: https://www.econbiz.de/10011967351
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3
Fast and accurate analytical approximation of bond prices when short interest rates are lognormal
Hansen, Asbjørn Trolle
;
Løchte Jørgensen, Peter
- In:
The journal of computational finance
3
(
2000
)
3
,
pp. 27-45
Persistent link: https://www.econbiz.de/10001517425
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4
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:
5
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
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6
The valuation of interest rate guarantees : an application of American option pricing theory
Grosen, Anders
;
Løchte Jørgensen, Peter
-
1995
Persistent link: https://www.econbiz.de/10000918087
Saved in:
7
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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8
American bond option pricing in one-factor dynamic term structure models
Løchte Jørgensen, Peter
- In:
Review of derivatives research
1
(
1996
)
3
,
pp. 245-267
Persistent link: https://www.econbiz.de/10001238753
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9
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:
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
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