4
H index
2
i10 index
66
Citations
Uniwersytet Warszawski | 4 H index 2 i10 index 66 Citations RESEARCH PRODUCTION: 16 Articles RESEARCH ACTIVITY: 16 years (2007 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pde1449 |
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 |
---|---|
Insurance: Mathematics and Economics | 4 |
Bank i Kredyt | 2 |
Risks | 2 |
Mathematical Methods of Operations Research | 2 |
Scandinavian Actuarial Journal | 2 |
Collegium of Economic Analysis Annals | 2 |
ASTIN Bulletin | 2 |
Year | Title of citing document |
---|---|
2023 | Bridging 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. Full description at Econpapers || Download paper |
2023 | A cohort-based Partial Internal Model for demographic risk. (2023). Savelli, Nino ; Clemente, Gian Paolo ; della Corte, Francesco. In: Papers. RePEc:arx:papers:2307.03090. Full description at Econpapers || Download paper |
2023 | Mean-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. Full description at Econpapers || Download paper |
2024 | Neural 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. Full description at Econpapers || Download paper |
2023 | On an Optimal Stopping Problem with a Discontinuous Reward. (2023). Vachon, Marie-Claude ; MacKay, Anne. In: Papers. RePEc:arx:papers:2311.03538. Full description at Econpapers || Download paper |
2024 | BSDE-based stochastic control for optimal reinsurance in a dynamic contagion model. (2024). Cretarola, Alessandra ; Ceci, Claudia. In: Papers. RePEc:arx:papers:2404.11482. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Deep 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. Full description at Econpapers || Download paper |
2023 | Valuation 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
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 | 2 |
2014 | Pricing and hedging of variable annuities with state-dependent fees In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 13 |
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 | 3 |
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 | 2 |
2017 | Kalibracja dwuczynnikowego modelu chwilowej stopy procentowej typu G2++ w mierze rzeczywistej i neutralnej wzgl?dem 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 | 20 |
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 |
In: . [Full Text][Citation analysis] | article | 2 | |
In: . [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team