Łukasz Delong : Citation Profile

Uniwersytet Warszawski

4

H index

2

i10 index

78

Citations

RESEARCH PRODUCTION:

16

Articles

RESEARCH ACTIVITY:

   16 years (2007 - 2023). See details.
   Cites by year: 4
   Journals where Łukasz Delong has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 2 (2.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde1449
   Updated: 2025-12-27    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)

Post, Thomas (1)

Gudmundsson, Jens (1)

Hougaard, Jens (1)

Cites to:

Pelsser, Antoon (5)

Dhaene, Jan (3)

Antonio, Katrien (3)

St-Amour, Pascal (2)

Zhang, Lihong (2)

Stadje, Mitja (2)

Milevsky, Moshe (2)

Mariotti, Thomas (2)

Marin-Solano, Jesus (2)

Gordon, Stephen (2)

Luttmer, Erzo (2)

Main data

Where Łukasz Delong has published?

Journals with more than one article published# docs
Insurance: Mathematics and Economics4
Bank i Kredyt2
Collegium of Economic Analysis Annals2
Risks2
ASTIN Bulletin2
Scandinavian Actuarial Journal2
Mathematical Methods of Operations Research2

Recent works citing Łukasz Delong (2025 and 2024)

YearTitle of citing document
2025Mean-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.

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2025Neural 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.

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2025On 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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2024Optimal 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.

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2024Distributional Refinement Network: Distributional Forecasting via Deep Learning. (2024). Laub, Patrick J ; Dong, Eric ; Wong, Bernard ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2406.00998.

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2024The Credibility Transformer. (2024). Wuthrich, Mario V ; Scognamiglio, Salvatore ; Richman, Ronald. In: Papers. RePEc:arx:papers:2409.16653.

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2025Loss of earning capacity in Denmark -- an actuarial perspective. (2025). Sandqvist, O L ; Furrer, C. In: Papers. RePEc:arx:papers:2501.11578.

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2025Variable annuities: A closer look at ratchet guarantees, hybrid contract designs, and taxation. (2025). Ziveyi, Jonathan ; Dominic, Len Patrick ; Alonso-Garcia, Jennifer. In: Papers. RePEc:arx:papers:2507.07358.

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2025Mean Field Analysis of Mutual Insurance Market. (2025). Li, Bohan ; Phillip, Sheung Chi ; Hin, Kenneth Tsz. In: Papers. RePEc:arx:papers:2511.12292.

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2025A multi-view contrastive learning framework for spatial embeddings in risk modelling. (2025). Holvoet, Freek ; Blier-Wong, Christopher ; Antonio, Katrien. In: Papers. RePEc:arx:papers:2511.17954.

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2025Insurance loss modeling with gradient tree-boosted mixture models. (2025). Gao, Guangyuan ; Li, Jiahong ; Hou, Yanxi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:121:y:2025:i:c:p:45-62.

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2025Approximations of multi-period liability values by simple formulas. (2025). Engler, Nils ; Lindskog, Filip. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:123:y:2025:i:c:s0167668725000599.

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2025Optimal 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.

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2025Optimal 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.

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2025Mean-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.

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2024A 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.

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2025Assessing 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.

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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]		article3
2021Gamma Mixture Density Networks and their application to modelling insurance claim amounts In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article4
2014Pricing and hedging of variable annuities with state-dependent fees In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article15
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]		article9
2020Neural Networks for the Joint Development of Individual Payments and Claim Incurred In: Risks.
[Full Text][Citation analysis]		article4
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]		article3
2017Kalibracja dwuczynnikowego modelu chwilowej stopy procentowej typu G2++ w mierze rzeczywistej i neutralnej względem 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]		article22
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
2009Indifference 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]		article2
2022Collective reserving using individual claims data In: Scandinavian Actuarial Journal.
[Full Text][Citation analysis]		article2

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