Łukasz Delong : Citation Profile

Uniwersytet Warszawski

7

H index

6

i10 index

156

Citations

RESEARCH PRODUCTION:

23

Articles

3

Papers

RESEARCH ACTIVITY:

   18 years (2007 - 2025). See details.
   Cites by year: 8
   Journals where Łukasz Delong has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 5 (3.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde1562
   Updated: 2026-02-07    RAS profile: 2025-12-05    
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Relations with other researchers

Works with:

Delong, Łukasz (6)

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 (4)

Regis, Luca (3)

Milevsky, Moshe (3)

Antonio, Katrien (2)

Menoncin, Francesco (2)

Rincón-Zapatero, Juan Pablo (2)

Hougaard, Jens (1)

Dacorogna, Michel (1)

Post, Thomas (1)

Gudmundsson, Jens (1)

luciano, elisa (1)

Cites to:

Pelsser, Antoon (6)

luciano, elisa (6)

Dhaene, Jan (5)

Milevsky, Moshe (4)

Delong, Łukasz (3)

Stadje, Mitja (3)

Ballotta, Laura (3)

Antonio, Katrien (3)

Markowitz, Harry (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 Economics6
ASTIN Bulletin5
Mathematical Methods of Operations Research2
Risks2
Bank i Kredyt2
Collegium of Economic Analysis Annals2
Scandinavian Actuarial Journal2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2

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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2025Portfolio optimization in DC pension scheme with unhedgeable stochastic wage. (2025). Menoncin, Francesco ; Vigna, Elena. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:740.

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2025A deep learning method for optimal investment under relative performance criteria among heterogeneous agents. (2025). Zhou, Xuchen ; Tangpi, Ludovic ; Laurire, Mathieu. In: European Journal of Operational Research. RePEc:eee:ejores:v:326:y:2025:i:3:p:615-629.

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2024Coping with longevity via hedging: Fair dynamic valuation of variable annuities. (2024). Chen, ZE ; Yang, Tianyu ; Feng, Runhuan ; Li, Hong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:117:y:2024:i:c:p:154-169.

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2025Continuous-time optimal reporting with full insurance under the mean-variance criterion. (2025). Li, Dongchen ; Cao, Jingyi ; Zou, Bin ; Young, Virginia R. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:79-90.

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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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2024Option pricing in the Heston model with physics inspired neural networks. (2024). Casas, Alex ; Hainaut, Donatien. In: Annals of Finance. RePEc:kap:annfin:v:20:y:2024:i:3:d:10.1007_s10436-024-00452-7.

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2025Optimal tactics in community pension model for defined benefit pension plans. (2025). Wang, Jun ; Cui, Chunli ; Tian, Tian. In: PLOS ONE. RePEc:plo:pone00:0300766.

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2024Allocating Capital to Time: Introducing Credit Migration for Measuring Time-Related Risks. (2024). Dacorogna, Michel ; Albrecher, Hansjrg. In: MPRA Paper. RePEc:pra:mprapa:122323.

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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
2011Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management In: Papers.
[Full Text][Citation analysis]		paper0
2021Pricing equity-linked life insurance contracts with multiple risk factors by neural networks In: Papers.
[Full Text][Citation analysis]		paper0
2021Pricing equity-linked life insurance contracts with multiple risk factors by neural networks.(2021) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2012No-Good-Deal, Local Mean-Variance and Ambiguity Risk Pricing and Hedging for an Insurance Payment Process In: ASTIN Bulletin.
[Full Text][Citation analysis]		article6
2015OPTIMAL INVESTMENT FOR A DEFINED-CONTRIBUTION PENSION SCHEME UNDER A REGIME SWITCHING MODEL In: ASTIN Bulletin.
[Full Text][Citation analysis]		article10
2019FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS In: ASTIN Bulletin.
[Full Text][Citation analysis]		article17
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
2008Mean-variance optimization problems for an accumulation phase in a defined benefit plan In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article20
2010An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article0
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
2010On Malliavins differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article26
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]		article3
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
2025Isotonic Regression for Variance Estimation and Its Role in Mean Estimation and Model Validation In: North American Actuarial Journal.
[Full Text][Citation analysis]		article0

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