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Løchte Jørgensen, Peter

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Author ID: lochte-jorgensen.peter Recent zbMATH articles by "Løchte Jørgensen, Peter"
Published as: Jørgensen, Peter Løchte; Løchte Jørgensen, Peter
External Links: ORCID
Documents Indexed: 10 Publications since 1996
Co-Authors: 8 Co-Authors with 7 Joint Publications
125 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

10 Publications have been cited 158 times in 135 Documents Cited by Year
Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies. Zbl 0977.62108
Grosen, Anders; Jørgensen, Peter Løchte
96
2000
Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims. Zbl 1159.91405
Guillén, Montserrat; Jørgensen, Peter Løchte; Nielsen, Jens Perch
21
2006
On accounting standards and fair valuation of life insurance and pension liabilities. Zbl 1087.62117
Jørgensen, Peter Løchte
16
2004
Analytical valuation of American-style Asian options. Zbl 1232.91664
Hansen, Asbjørn T.; Jørgensen, Peter Løchte
14
2000
On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes. Zbl 1308.91076
Bohnert, Alexander; Gatzert, Nadine; Jørgensen, Peter Løchte
6
2015
American-style indexed executive Stock options. Zbl 1031.91051
Jørgensen, Peter Løchte
1
2002
American bond option pricing in one-factor dynamic term structure models. Zbl 1274.91424
Løchte Jørgensen, Peter
1
1996
Time charters with purchase options in shipping: valuation and risk management. Zbl 1201.91199
Jørgensen, Peter Løchte; De Giovanni, Domenico
1
2010
An analysis of a three-factor model proposed by the Danish Society of Actuaries for forecasting and risk analysis. Zbl 1401.91153
Jørgensen, Peter Løchte; Slipsager, Søren Kærgaard
1
2016
On risk charges and shadow account options in pension funds. Zbl 1401.91152
Jørgensen, Peter Løchte; Gatzert, Nadine
1
2015
An analysis of a three-factor model proposed by the Danish Society of Actuaries for forecasting and risk analysis. Zbl 1401.91153
Jørgensen, Peter Løchte; Slipsager, Søren Kærgaard
1
2016
On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes. Zbl 1308.91076
Bohnert, Alexander; Gatzert, Nadine; Jørgensen, Peter Løchte
6
2015
On risk charges and shadow account options in pension funds. Zbl 1401.91152
Jørgensen, Peter Løchte; Gatzert, Nadine
1
2015
Time charters with purchase options in shipping: valuation and risk management. Zbl 1201.91199
Jørgensen, Peter Løchte; De Giovanni, Domenico
1
2010
Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims. Zbl 1159.91405
Guillén, Montserrat; Jørgensen, Peter Løchte; Nielsen, Jens Perch
21
2006
On accounting standards and fair valuation of life insurance and pension liabilities. Zbl 1087.62117
Jørgensen, Peter Løchte
16
2004
American-style indexed executive Stock options. Zbl 1031.91051
Jørgensen, Peter Løchte
1
2002
Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies. Zbl 0977.62108
Grosen, Anders; Jørgensen, Peter Løchte
96
2000
Analytical valuation of American-style Asian options. Zbl 1232.91664
Hansen, Asbjørn T.; Jørgensen, Peter Løchte
14
2000
American bond option pricing in one-factor dynamic term structure models. Zbl 1274.91424
Løchte Jørgensen, Peter
1
1996
all top 5

Cited by 206 Authors

8 Gatzert, Nadine
6 Steffensen, Mogens
5 Ballotta, Laura
5 Chen, An
5 Kling, Alexander
5 Nielsen, Jens Perch
4 Bacinello, Anna Rita
4 Bohnert, Alexander
4 Guillen, Montserrat
4 Haberman, Steven
4 Hieber, Peter
4 Løchte Jørgensen, Peter
4 Pelsser, Antoon A. J.
4 Ruß, Jochen
4 Siu, Tak Kuen
3 Bauer, Daniel J.
3 Bernard, Carole L.
3 Graf, Stefan
3 Jarner, Søren Fiig
3 Maurer, Raimond H.
3 Pérez-Marín, Ana María
2 Biffis, Enrico
2 Consiglio, Andrea
2 Dai, Min
2 De Giovanni, Domenico
2 Eling, Martin
2 Fard, Farzad Alavi
2 Fusai, Gianluca
2 Gad, Kamille Sofie Tågholt
2 Gambaro, Anna Maria
2 Gerrard, Russell
2 Gerstner, Thomas
2 Griebel, Michael
2 Holtz, Markus
2 Kaschützke, Barbara
2 Kiesel, Rüdiger
2 Kwok, Yue-Kuen
2 Lau, John Wei
2 Li, Jing
2 Millossovich, Pietro
2 Natolski, Jan
2 Nielsen, Jeppe Woetmann
2 Pascucci, Andrea
2 Petersen, Kitt Skovsø
2 Preisel, Michael
2 Quittard-Pinon, François M.
2 Rogalla, Ralph
2 Schmeiser, Hato
2 Siegelin, Ivonne
2 van Bilsen, Servaas
2 Wagner, Joël
2 Werner, Ralf
2 Yang, Hailiang
2 Zemp, Alexandra
1 Al sharif, Ahmed A. A.
1 Alexandrova, Maria
1 Alfonsi, Aurélien
1 Balter, Anne G.
1 Barbarin, Jérome
1 Bartels, Hans-Jochen
1 Bégin, Jean-François
1 Bienek, Tobias
1 Bo, Lijun
1 Bokes, Tomáš
1 Born, Patricia H.
1 Both, Sandy
1 Bravo, Jorge Miguel
1 Bruhn, Kenneth
1 Bruszas, Sandy
1 Casalini, Riccardo
1 Chen, Wei-Kuang
1 Cheng, Chunli
1 Cherchali, Adel
1 Chiarolla, Maria B.
1 Chu, Chi Chiu
1 Cocco, Flavio
1 Corsaro, Stefania
1 Costabile, Massimo
1 De Angelis, Pasquale L.
1 De Angelis, Tiziano
1 Deng, Guohe
1 Devolder, Pierre
1 Di Francesco, Marco
1 Djehiche, Boualem
1 Donnelly, Catherine
1 Eckert, Johanna
1 Eckert, Jonas
1 El Mekkaoui de Freitas, Najat
1 Eliasen, Rune
1 Esposito, Giorgia
1 Fabozzi, Frank J.
1 Faust, Roger
1 Gao, Jin
1 Ghilarducci, Alessandro
1 Giacometti, Rosella
1 Glover, Kristoffer J.
1 Goecke, Oskar
1 Goschnick, Ralf
1 Gounden, S.
1 Haep, Marcus
...and 106 more Authors

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