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~person:"Dowd, Kevin"
~person:"Løchte Jørgensen, Peter"
~person:"Rogalla, Ralph"
~subject:"Denmark"
~subject:"Optionsgeschäft"
~type_genre:"Aufsatz in Zeitschrift"
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Dowd, Kevin
Løchte Jørgensen, Peter
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ECONIS (ZBW)
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1
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:
2
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:
3
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
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