Łukasz Delong : Citation Profile

Are you Łukasz Delong?

Uniwersytet Warszawski

4

H index

2

i10 index

66

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: 12.    Total self citations: 2 (2.94 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde1449
   Updated: 2024-12-03    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:

Milevsky, Moshe (3)

Dhaene, Jan (3)

Antonio, Katrien (2)

Gudmundsson, Jens (1)

Post, Thomas (1)

Hougaard, Jens (1)

Cites to:

Pelsser, Antoon (5)

Dhaene, Jan (3)

Antonio, Katrien (3)

Zhang, Lihong (2)

Mariotti, Thomas (2)

luciano, elisa (2)

Marin-Solano, Jesus (2)

Luttmer, Erzo (2)

Thaler, Richard (2)

Loisel, Stéphane (2)

Gordon, Stephen (2)

Main data

Where Łukasz Delong has published?

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

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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2024Neural 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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2024BSDE-based stochastic control for optimal reinsurance in a dynamic contagion model. (2024). Cretarola, Alessandra ; Ceci, Claudia. In: Papers. RePEc:arx:papers:2404.11482.

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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]		article2
2021Gamma Mixture Density Networks and their application to modelling insurance claim amounts In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article2
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]		article2
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[Full Text][Citation analysis]		article1

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