7
H index
5
i10 index
274
Citations
Peter Løchte Jørgensen : Citation Profile
Aarhus Universitet | RESEARCH PRODUCTION: 19 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (2000 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Løchte Jørgensen. | Is cited by:
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Main data
Where Peter Løchte Jørgensen has published?
| Journals with more than one article published | # docs |
|---|---|
| Scandinavian Actuarial Journal | 3 |
| Insurance: Mathematics and Economics | 3 |
| Journal of Banking & Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Copenhagen Business School, Department of Finance | 3 |
Recent works citing Peter Løchte Jørgensen (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Deep Signature Algorithm for Multi-dimensional Path-Dependent Options. (2024). Bayraktar, Erhan ; Zhang, Zhaoyu ; Feng, QI. In: Papers. RePEc:arx:papers:2211.11691. Full description at Econpapers || Download paper |
| 2024 | Thieles PIDE for unit-linked policies in the Heston-Hawkes stochastic volatility model. (2024). Ortiz-Latorre, Salvador ; Font, Oriol Zamora ; Banos, David R. In: Papers. RePEc:arx:papers:2309.03541. Full description at Econpapers || Download paper |
| 2025 | Lapsation Logistic Regression Model: A Case in Life Insurance. (2025). Zahir, Iylia Nadhirah ; Juanis, Diana Juniza ; Samian, Muhammad Hilmi ; Mohmad, Sarahiza ; Shamsuddin, Siti Nurasyikin ; Hanafi, Nur Haidar. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-7:p:4179-4190. Full description at Econpapers || Download paper |
| 2024 | Carbon leakage perspective: Unveiling policy dilemmas in emission trading and carbon tariffs under insurer green finance. (2024). Zhao, Yonghong ; Chen, Shi ; Lin, Jyh-Horng ; Huang, Fu-Wei ; Wang, Bin. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007909. Full description at Econpapers || Download paper |
| 2024 | Analyzing the interest rate risk of equity-indexed annuities via scenario matrices. (2024). Gunther, Sascha ; Hieber, Peter. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:114:y:2024:i:c:p:15-28. Full description at Econpapers || Download paper |
| 2024 | Construct Smith-Wilson risk-free interest rate curves with endogenous and positive ultimate forward rates. (2024). Jia, Zijian ; Wu, Lan ; Zhao, Chaoyi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:114:y:2024:i:c:p:156-175. Full description at Econpapers || Download paper |
| 2025 | Should I stay or go? Valuation of multiple premium payment options for participating life insurance contracts. (2025). Schmeiser, Hato ; Chang, Hsiaoyin. In: Review of Managerial Science. RePEc:spr:rvmgts:v:19:y:2025:i:10:d:10.1007_s11846-025-00841-w. Full description at Econpapers || Download paper |
Works by Peter Løchte Jørgensen:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | A comparison of three different pension savings products with special emphasis on the payout phase In: Annals of Actuarial Science. [Full Text][Citation analysis] | article | 2 |
| 2002 | The bonus-crediting mechanism of Danish pension and life insurance companies: an empirical analysis In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2000 | Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 138 |
| 2006 | Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 20 |
| 2015 | On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 7 |
| 2007 | Traffic light options In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
| 2006 | Traffic Light Options.(2006) In: Finance Research Group Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2018 | An analysis of the Solvency II regulatory framework’s Smith-Wilson model for the term structure of risk-free interest rates In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 2001 | Life Insurance Contracts with Embedded Options In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
| 2006 | Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs In: Finance Research Group Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2007 | Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs.(2007) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2008 | Time Charters with Purchase Options in Shipping: Valuation and Risk Management In: Finance Research Group Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2010 | Time Charters with Purchase Options in Shipping: Valuation and Risk Management.(2010) In: Applied Mathematical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2001 | Life Insurance Liabilities at Market Value. In: Finance Working Papers. [Full Text][Citation analysis] | paper | 41 |
| 2001 | A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. In: Finance Working Papers. [Full Text][Citation analysis] | paper | 24 |
| 2001 | A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.(2001) In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
| 2002 | Optionsaflønning i danske børsnoterede selskaber In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Optionsaflønning i danske børsnoterede selskaber.(2003) In: Nationaløkonomisk tidsskrift. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2003 | The Value and Incentives of Option-based Compensation in Danish Listed Companies In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Analytical Valuation of American-Style Asian Options In: Management Science. [Full Text][Citation analysis] | article | 21 |
| 2002 | American-style Indexed Executive Stock Options In: Review of Finance. [Full Text][Citation analysis] | article | 4 |
| Fast and accurate analytical approximation of bond prices when short interest rates are lognormal In: Journal of Computational Finance. [Full Text][Citation analysis] | article | 0 | |
| 2023 | The cost of insuring against underperformance of ESG screened index funds In: Journal of Sustainable Finance & Investment. [Full Text][Citation analysis] | article | 0 |
| 2004 | On accounting standards and fair valuation of life insurance and pension liabilities In: Scandinavian Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
| 2015 | On risk charges and shadow account options in pension funds In: Scandinavian Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
| 2016 | An analysis of a three-factor model proposed by the Danish Society of Actuaries for forecasting and risk analysis In: Scandinavian Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
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