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~person:"Løchte Jørgensen, Peter"
~person:"Mahayni, Antje"
~subject:"Evaluation"
~subject:"Optionsgeschäft"
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Evaluation
Optionsgeschäft
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24
Life insurance
24
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15
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8
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7
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6
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conservative pricing
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defined-contribution pension plans
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life-insurance
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robust hedging
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Løchte Jørgensen, Peter
Mahayni, Antje
Grosen, Anders
6
Jensen, Bjarke
3
Bauer, Daniel
2
Chen, Shi
2
Glazyrina, Anna
2
Jørgensen, Peter Løchte
2
Lakdawalla, Darius
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Melʹnikov, Aleksandr V.
2
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The European journal of finance
1
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1
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1
Structured life insurance and investment products for retail investors
Schneider, Judith Christiane
-
2011
Persistent link: https://www.econbiz.de/10009422840
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
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:
4
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:
5
Life insurance liabilities at market value
Grosen, Anders
;
Løchte Jørgensen, Peter
-
2001
Persistent link: https://www.econbiz.de/10001613879
Saved in:
6
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:
7
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
Saved in:
8
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
Saved in:
9
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:
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