Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Peter Løchte Jørgensen

Fair Valuation of Life Insurance Liabilities: The Impact of Interest Rate Guarantees, Surrender Options, and Bonus Policies

SSRN Electronic Journal

English

Related publications

The Effect of Secondary Markets on Equity-Linked Life Insurance With Surrender Guarantees

SSRN Electronic Journal

English

Fair Valuation of Various Participation Schemes in Life Insurance

English

Risk-Minimization for Life Insurance Liabilities

SIAM Journal on Financial Mathematics

Applied Mathematics

Numerical Analysis

English

The Impact of the Secondary Market on Life Insurers’ Surrender Profits

Journal of Risk and Insurance

English

Risk Comparison of Different Bonus Distribution Approaches in Participating Life Insurance

Insurance: Mathematics and Economics

English

The Impact of the Recent Financial Crisis on Bank Loan Interest Rates and Guarantees

SSRN Electronic Journal

English

Valuation of Liabilities in Hybrid Pension Plans

SSRN Electronic Journal

English

The Valuation of American Options With Stochastic Interest Rates: A Generalization of the Geske-Johnson Technique

Journal of Finance

English

Spanning, Valuation and Options

Economic Theory

English