An analysis of the Solvency II regulatory framework’s Smith-Wilson model for the term structure of risk-free interest rates von Jørgensen, Peter Løchte

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On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes von Bohnert, Alexander, Gatzert, Nadine, Jørgensen, Peter Løchte

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Traffic light options von Jorgensen, Peter Lochte

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Life Insurance Liabilities at Market Value: An Analysis of Insolvency Risk, Bonus Policy, and Regulatory Intervention Rules in a Barrier Option Framework von Grosen, Anders, Jørgensen, Peter Løchte

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A comparison of three different pension savings products with special emphasis on the payout phase von Jørgensen, Peter Løchte, Linnemann, Per

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Time Charters with Purchase Options in Shipping: Valuation and Risk Management von Jørgensen, Peter Løchte, De Giovanni, Domenico

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On risk charges and shadow account options in pension funds von Jørgensen, Peter Løchte, Gatzert, Nadine

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An analysis of a three-factor model proposed by the Danish Society of Actuaries for forecasting and risk analysis von Jørgensen, Peter Løchte, Slipsager, Søren Kærgaard

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Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies von Grosen, Anders, Løchte Jørgensen, Peter

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The bonus-crediting mechanism of Danish pension and life insurance companies: an empirical analysis von GROSEN, ANDERS, JØRGENSEN, PETER LØCHTE

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Life Insurance Contracts with Embedded Options: Valuation, Risk Management, and Regulation von Joergensen, P L

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Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs von Løchte Jørgensen, Peter

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Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims von Guillén, Montserrat, Jørgensen, Peter Løchte, Nielsen, Jens Perch

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A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities von JENSEN, BJARKE, JØRGENSEN, PETER LØCHTE, GROSEN, ANDERS

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Analytical Valuation of American-Style Asian Options von Hansen, Asbjorn T, Jorgensen, Peter Lochte

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On accouting standars and fair valuation of life insurance and pension liabilities von Løchte Jørgensen, Peter

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Valuation of Early Exercisable Interest Rate Guarantees von Grosen, Anders, Jørgensen, Peter Løchte

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On accounting standards and fair valuation of life insurance and pension liabilities von Jørgensen, Peter Løchte

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American-style Indexed Executive Stock Options von Jørgensen, Peter Løchte

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Life Insurance Contracts with Embedded Options von LØCHTE JØRGENSEN, PETER

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