4
H index
2
i10 index
73
Citations
Uniwersytet Warszawski | 4 H index 2 i10 index 73 Citations RESEARCH PRODUCTION: 16 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Insurance: Mathematics and Economics | 4 |
Risks | 2 |
Collegium of Economic Analysis Annals | 2 |
Scandinavian Actuarial Journal | 2 |
ASTIN Bulletin | 2 |
Mathematical Methods of Operations Research | 2 |
Bank i Kredyt | 2 |
Year | Title of citing document |
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2025 | Mean-field Libor market model and valuation of long term guarantees. (2025). Hochgerner, Simon ; Schachinger, Gabriel ; Gach, Florian ; Kienbacher, Eva. In: Papers. RePEc:arx:papers:2310.09022. Full description at Econpapers || Download paper |
2025 | Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff. (2025). Antonio, Katrien ; Henckaerts, Roel ; Holvoet, Freek. In: Papers. RePEc:arx:papers:2310.12671. Full description at Econpapers || Download paper |
2024 | Optimal reinsurance in a dynamic contagion model: comparing self-exciting and externally-exciting risks. (2024). Ceci, Claudia ; Cretarola, Alessandra. In: Papers. RePEc:arx:papers:2404.11482. Full description at Econpapers || Download paper |
2024 | Distributional Refinement Network: Distributional Forecasting via Deep Learning. (2024). Laub, Patrick J ; Dong, Eric ; Wong, Bernard ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2406.00998. Full description at Econpapers || Download paper |
2024 | The Credibility Transformer. (2024). Wuthrich, Mario V ; Scognamiglio, Salvatore ; Richman, Ronald. In: Papers. RePEc:arx:papers:2409.16653. Full description at Econpapers || Download paper |
2025 | Loss of earning capacity in Denmark -- an actuarial perspective. (2025). Sandqvist, O L ; Furrer, C. In: Papers. RePEc:arx:papers:2501.11578. Full description at Econpapers || Download paper |
2025 | Optimal investment and reinsurance under exponential forward preferences. (2025). Salterini, Benedetta ; Colaneri, Katia ; Cretarola, Alessandra. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:1:d:10.1007_s11579-024-00372-0. Full description at Econpapers || Download paper |
2025 | Optimal Monotone Mean-Variance Problem in a Catastrophe Insurance Model. (2025). Li, Bohan ; Guo, Junyi ; Liang, Xiaoqing. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:27:y:2025:i:1:d:10.1007_s11009-024-10134-6. Full description at Econpapers || Download paper |
2025 | Mean-Field Libor Market Model and Valuation of Long Term Guarantees. (2025). Schachinger, Gabriel ; Kienbacher, Eva ; Hochgerner, Simon ; Gach, Florian. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:27:y:2025:i:2:d:10.1007_s11009-025-10146-w. Full description at Econpapers || Download paper |
2024 | A hybrid variable annuity contract embedded with living and death benefit riders. (2024). Garcia, Jennifer Alonso ; Ziveyi, Jonathan ; Thirurajah, Samuel. In: ULB Institutional Repository. RePEc:ulb:ulbeco:2013/385588. Full description at Econpapers || Download paper |
2025 | Assessing predictability of environmental time series with statistical and machine learning models. (2025). Burr, Wesley S ; Jarvis, Shannon M ; Simmons, Susan J ; Kavila, Indulekha ; Bonas, Matthew ; Hari, Bhava Vyasa ; Datta, Abhirup ; Alamri, Faten S ; Wikle, Christopher K ; Boone, Edward L ; Castruccio, Stefano ; Chang, Won ; Pagendam, Daniel E. In: Environmetrics. RePEc:wly:envmet:v:36:y:2025:i:1:n:e2864. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | ONE-YEAR PREMIUM RISK AND EMERGENCE PATTERN OF ULTIMATE LOSS BASED ON CONDITIONAL DISTRIBUTION In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 0 |
2023 | The use of autoencoders for training neural networks with mixed categorical and numerical features In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 2 |
2021 | Gamma Mixture Density Networks and their application to modelling insurance claim amounts In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
2014 | Pricing and hedging of variable annuities with state-dependent fees In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 14 |
2016 | Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 6 |
2019 | Fair valuation of insurance liability cash-flow streams in continuous time: Theory In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 7 |
2020 | Neural Networks for the Joint Development of Individual Payments and Claim Incurred In: Risks. [Full Text][Citation analysis] | article | 4 |
2021 | One-Year and Ultimate Reserve Risk in Mack Chain Ladder Model In: Risks. [Full Text][Citation analysis] | article | 1 |
2011 | Practical and theoretical aspects of market-consistent valuation and hedging of insurance liabilities In: Bank i Kredyt. [Full Text][Citation analysis] | article | 3 |
2017 | Kalibracja dwuczynnikowego modelu chwilowej stopy procentowej typu G2++ w mierze rzeczywistej i neutralnej wzglÄdem ryzyka In: Bank i Kredyt. [Full Text][Citation analysis] | article | 0 |
2010 | Applications of backward stochastic differential equations to insurance and finance In: Collegium of Economic Analysis Annals. [Citation analysis] | article | 4 |
2018 | Time-inconsistent stochastic optimal control problems in insurance and finance In: Collegium of Economic Analysis Annals. [Full Text][Citation analysis] | article | 0 |
2007 | Mean-variance portfolio selection for a non-life insurance company In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 22 |
2019 | Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 3 |
2009 | Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process In: Scandinavian Actuarial Journal. [Full Text][Citation analysis] | article | 2 |
2022 | Collective reserving using individual claims data In: Scandinavian Actuarial Journal. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated June, 12 2025. Contact: CitEc Team