Łukasz Delong
Names
| first: |
Łukasz |
| last: |
Delong |
Identifer
Contact
Affiliations
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Uniwersytet Warszawski
/ Wydział Nauk Ekonomicznych
Research profile
author of:
- One-Year Premium Risk And Emergence Pattern Of Ultimate Loss Based On Conditional Distribution (RePEc:cup:astinb:v:50:y:2020:i:2:p:479-511_6)
by Delong, Łukasz & Szatkowski, Marcin - The use of autoencoders for training neural networks with mixed categorical and numerical features (RePEc:cup:astinb:v:53:y:2023:i:2:p:213-232_2)
by Delong, Łukasz & Kozak, Anna - Gamma Mixture Density Networks and their application to modelling insurance claim amounts (RePEc:eee:insuma:v:101:y:2021:i:pb:p:240-261)
by Delong, Łukasz & Lindholm, Mathias & Wüthrich, Mario V. - Pricing and hedging of variable annuities with state-dependent fees (RePEc:eee:insuma:v:58:y:2014:i:c:p:24-33)
by Delong, Łukasz - Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting (RePEc:eee:insuma:v:71:y:2016:i:c:p:342-352)
by Delong, Łukasz & Chen, An - Fair valuation of insurance liability cash-flow streams in continuous time: Theory (RePEc:eee:insuma:v:88:y:2019:i:c:p:196-208)
by Delong, Łukasz & Dhaene, Jan & Barigou, Karim - Neural Networks for the Joint Development of Individual Payments and Claim Incurred (RePEc:gam:jrisks:v:8:y:2020:i:2:p:33-:d:342279)
by Łukasz Delong & Mario V. Wüthrich - One-Year and Ultimate Reserve Risk in Mack Chain Ladder Model (RePEc:gam:jrisks:v:9:y:2021:i:9:p:152-:d:621142)
by Marcin Szatkowski & Łukasz Delong - Practical and theoretical aspects of market-consistent valuation and hedging of insurance liabilities (RePEc:nbp:nbpbik:v:42:y:2011:i:1:p:49-78)
by Łukasz Delong - Kalibracja dwuczynnikowego modelu chwilowej stopy procentowej typu G2++ w mierze rzeczywistej i neutralnej względem ryzyka (RePEc:nbp:nbpbik:v:48:y:2017:i:4:p:403-450)
by Łukasz Delong & Damian Sulik - Applications of backward stochastic differential equations to insurance and finance (RePEc:sgh:annals:i:21:y:2010:p:11-26)
by Łukasz Delong - Time-inconsistent stochastic optimal control problems in insurance and finance (RePEc:sgh:annals:i:51:y:2018:p:229-254)
by Łukasz Delong - Mean-variance portfolio selection for a non-life insurance company (RePEc:spr:mathme:v:66:y:2007:i:2:p:339-367)
by Łukasz Delong & Russell Gerrard - Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient (RePEc:spr:mathme:v:89:y:2019:i:1:d:10.1007_s00186-019-00659-9)
by Łukasz Delong - Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process (RePEc:taf:sactxx:v:2009:y:2009:i:1:p:1-26)
by Łukasz Delong - Collective reserving using individual claims data (RePEc:taf:sactxx:v:2022:y:2022:i:1:p:1-28)
by Łukasz Delong & Mathias Lindholm & Mario V. Wüthrich