Peter Løchte Jørgensen : Citation Profile


Are you Peter Løchte Jørgensen?

Aarhus Universitet

7

H index

5

i10 index

269

Citations

RESEARCH PRODUCTION:

18

Articles

8

Papers

RESEARCH ACTIVITY:

   23 years (2000 - 2023). See details.
   Cites by year: 11
   Journals where Peter Løchte Jørgensen has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 4 (1.47 %)

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   Permalink: http://citec.repec.org/pjr1
   Updated: 2024-01-16    RAS profile: 2023-05-10    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Løchte Jørgensen.

Is cited by:

Consiglio, Andrea (7)

Siu, Tak Kuen (6)

Eling, Martin (5)

Nordahl, Helge (5)

Pelsser, Antoon (5)

Platen, Eckhard (4)

Borel-Mathurin, Fabrice (4)

Zenios, Stavros (4)

Ballotta, Laura (4)

Broeders, Dirk (4)

Poufinas, Thomas (4)

Cites to:

Scholes, Myron (7)

Christiansen, Charlotte (6)

Brennan, Michael (5)

Grosen, Anders (4)

Kreps, David (4)

Sandmann, Klaus (3)

Svensson, Lars (3)

Jensen, Michael (2)

Ortu, Fulvio (2)

Dhaene, Jan (2)

Ekern, Steinar (2)

Main data


Where Peter Løchte Jørgensen has published?


Journals with more than one article published# docs
Scandinavian Actuarial Journal3
Insurance: Mathematics and Economics3
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Copenhagen Business School, Department of Finance3

Recent works citing Peter Løchte Jørgensen (2024 and 2023)


YearTitle of citing document
2023Deep Signature Algorithm for Path-Dependent American option pricing. (2022). Bayraktar, Erhan ; Zhang, Zhaoyu ; Feng, QI. In: Papers. RePEc:arx:papers:2211.11691.

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2023A cohort-based Partial Internal Model for demographic risk. (2023). Savelli, Nino ; Clemente, Gian Paolo ; della Corte, Francesco. In: Papers. RePEc:arx:papers:2307.03090.

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2023Thieles PIDE for unit-linked policies in the Heston-Hawkes stochastic volatility model. (2023). Font, Oriol Zamora ; Ortiz-Latorre, Salvador ; Banos, David R. In: Papers. RePEc:arx:papers:2309.03541.

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2023Surrender contagion in life insurance. (2023). Schaefer, Mick ; Lavasani, Aidin Miri ; Hilpert, Christian ; Cheng, Chunli. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1465-1479.

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2023Managing reputational risk in the decumulation phase of a pension fund. (2023). Korn, Ralf ; Eisenberg, Julia ; Brinker, Leonie V ; Boado-Penas, Carmen M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:109:y:2023:i:c:p:52-68.

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2023A stochastic Asset Liability Management model for life insurance companies. (2023). Simonella, Roberta ; di Francesco, Marco. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:1:d:10.1007_s11408-022-00411-0.

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2023Pricing arithmetic Asian and Amerasian options: A diffusion operator integral expansion approach. (2023). Yang, Xiao Guang ; Cui, Zhenyu ; Ding, Kailin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:217-241.

Full description at Econpapers || Download paper

2023The influence of negative interest rates on life insurance companies. (2023). Grochola, Nicolaus. In: ICIR Working Paper Series. RePEc:zbw:icirwp:279897.

Full description at Econpapers || Download paper

Works by Peter Løchte Jørgensen:


YearTitleTypeCited
2012A comparison of three different pension savings products with special emphasis on the payout phase In: Annals of Actuarial Science.
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article2
2002The bonus-crediting mechanism of Danish pension and life insurance companies: an empirical analysis In: Journal of Pension Economics and Finance.
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article1
2000Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies In: Insurance: Mathematics and Economics.
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article134
2006Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims In: Insurance: Mathematics and Economics.
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article20
2015On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes In: Insurance: Mathematics and Economics.
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article7
2007Traffic light options In: Journal of Banking & Finance.
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article7
2006Traffic Light Options.(2006) In: Finance Research Group Working Papers.
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This paper has nother version. Agregated cites: 7
paper
2018An analysis of the Solvency II regulatory framework’s Smith-Wilson model for the term structure of risk-free interest rates In: Journal of Banking & Finance.
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article1
2001Life Insurance Contracts with Embedded Options In: Journal of Risk Finance.
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article0
2006Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs In: Finance Research Group Working Papers.
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paper0
2006Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs.(2006) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2007Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs.(2007) In: The European Journal of Finance.
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This paper has nother version. Agregated cites: 0
article
2008Time Charters with Purchase Options in Shipping: Valuation and Risk Management In: Finance Research Group Working Papers.
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paper7
2010Time Charters with Purchase Options in Shipping: Valuation and Risk Management.(2010) In: Applied Mathematical Finance.
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This paper has nother version. Agregated cites: 7
article
2001Life Insurance Liabilities at Market Value. In: Finance Working Papers.
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paper41
2001A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. In: Finance Working Papers.
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paper24
2001A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.(2001) In: The Geneva Risk and Insurance Review.
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This paper has nother version. Agregated cites: 24
article
2002Optionsaflønning i danske børsnoterede selskaber In: Working Papers.
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This paper has nother version. Agregated cites: 0
article
2003The Value and Incentives of Option-based Compensation in Danish Listed Companies In: Working Papers.
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paper0
2000Analytical Valuation of American-Style Asian Options In: Management Science.
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article21
2002American-style Indexed Executive Stock Options In: Review of Finance.
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article4
2023The cost of insuring against underperformance of ESG screened index funds In: Journal of Sustainable Finance & Investment.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team