Łukasz Delong : Citation Profile

Are you Łukasz Delong?

Uniwersytet Warszawski

4

H index

2

i10 index

62

Citations

RESEARCH PRODUCTION:

16

Articles

RESEARCH ACTIVITY:

   16 years (2007 - 2023). See details.
   Cites by year: 3
   Journals where Łukasz Delong has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 2 (3.13 %)

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   Permalink: http://citec.repec.org/pde1449
   Updated: 2024-04-18    RAS profile: 2023-10-08    
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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 Łukasz Delong.

Is cited by:

Dhaene, Jan (3)

Milevsky, Moshe (3)

Antonio, Katrien (2)

Hougaard, Jens (1)

Gudmundsson, Jens (1)

Cites to:

Pelsser, Antoon (5)

Antonio, Katrien (3)

Dhaene, Jan (3)

luciano, elisa (2)

Milevsky, Moshe (2)

Luttmer, Erzo (2)

St-Amour, Pascal (2)

Stadje, Mitja (2)

Mariotti, Thomas (2)

Zhang, Lihong (2)

Gordon, Stephen (2)

Main data

Where Łukasz Delong has published?

Journals with more than one article published# docs
Insurance: Mathematics and Economics4
Mathematical Methods of Operations Research2
Collegium of Economic Analysis Annals2
Bank i Kredyt2
ASTIN Bulletin2
Risks2

Recent works citing Łukasz Delong (2024 and 2023)

YearTitle of citing document
2023Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims. (2022). Crevecoeur, Jonas ; Masquelein, Alexandre ; Desmedt, Stijn ; Antonio, Katrien. In: Papers. RePEc:arx:papers:2203.07145.

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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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2023Mean-field Libor market model and valuation of long term guarantees. (2023). Schachinger, Gabriel ; Kienbacher, Eva ; Hochgerner, Simon ; Gach, Florian. In: Papers. RePEc:arx:papers:2310.09022.

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2023Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff. (2023). Antonio, Katrien ; Henckaerts, Roel ; Holvoet, Freek. In: Papers. RePEc:arx:papers:2310.12671.

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2023On an Optimal Stopping Problem with a Discontinuous Reward. (2023). Vachon, Marie-Claude ; MacKay, Anne. In: Papers. RePEc:arx:papers:2311.03538.

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2023Deep quantile and deep composite triplet regression. (2023). Wuthrich, Mario V ; Merz, Michael ; Fissler, Tobias. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:109:y:2023:i:c:p:94-112.

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2023Valuation of general GMWB annuities in a low interest rate environment. (2023). Rotondi, Francesco ; Fontana, Claudio. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:142-167.

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2023.

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Works by Łukasz Delong:

YearTitleTypeCited
2020ONE-YEAR PREMIUM RISK AND EMERGENCE PATTERN OF ULTIMATE LOSS BASED ON CONDITIONAL DISTRIBUTION In: ASTIN Bulletin.
[Full Text][Citation analysis]		article0
2023The use of autoencoders for training neural networks with mixed categorical and numerical features In: ASTIN Bulletin.
[Full Text][Citation analysis]		article1
2021Gamma Mixture Density Networks and their application to modelling insurance claim amounts In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article1
2014Pricing and hedging of variable annuities with state-dependent fees In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article13
2016Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article6
2019Fair valuation of insurance liability cash-flow streams in continuous time: Theory In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article7
2020Neural Networks for the Joint Development of Individual Payments and Claim Incurred In: Risks.
[Full Text][Citation analysis]		article3
2021One-Year and Ultimate Reserve Risk in Mack Chain Ladder Model In: Risks.
[Full Text][Citation analysis]		article1
2011Practical and theoretical aspects of market-consistent valuation and hedging of insurance liabilities In: Bank i Kredyt.
[Full Text][Citation analysis]		article2
2017Kalibracja dwuczynnikowego modelu chwilowej stopy procentowej typu G2++ w mierze rzeczywistej i neutralnej wzgl?dem ryzyka In: Bank i Kredyt.
[Full Text][Citation analysis]		article0
2010Applications of backward stochastic differential equations to insurance and finance In: Collegium of Economic Analysis Annals.
[Citation analysis]		article4
2018Time-inconsistent stochastic optimal control problems in insurance and finance In: Collegium of Economic Analysis Annals.
[Full Text][Citation analysis]		article0
2007Mean-variance portfolio selection for a non-life insurance company In: Mathematical Methods of Operations Research.
[Full Text][Citation analysis]		article20
2019Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient In: Mathematical Methods of Operations Research.
[Full Text][Citation analysis]		article3
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[Full Text][Citation analysis]		article0
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[Full Text][Citation analysis]		article1

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