Peter Løchte Jørgensen
Names
| first: |
Peter |
| middle: |
Løchte |
| last: |
Jørgensen |
Identifer
Contact
| email: |
plj at domain econ.au.dk
|
| homepage: |
https://econ.au.dk/contact/show/person/plj@econ.au.dk |
|
| phone: |
+4520603593 |
| postal address: |
Finance Research Group
Department of Economics and Business Economics
School of Business and Social Sciences
Aarhus University
Fuglesangs Allé 4, Bldg. 2622, office (C)103
Dk-8210 Aarhus V
Denma |
Affiliations
-
Aarhus Universitet
/ Institut for Økonomi
Research profile
author of:
- A comparison of three different pension savings products with special emphasis on the payout phase (RePEc:cup:anacsi:v:6:y:2012:i:01:p:137-152_00)
by Jørgensen, Peter Løchte & Linnemann, Per - The bonus-crediting mechanism of Danish pension and life insurance companies: an empirical analysis (RePEc:cup:jpenef:v:1:y:2002:i:03:p:249-268_00)
by Grosen, Anders & Jørgensen, Peter Løchte - Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies (RePEc:eee:insuma:v:26:y:2000:i:1:p:37-57)
by Grosen, Anders & Lochte Jorgensen, Peter - Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims (RePEc:eee:insuma:v:38:y:2006:i:2:p:229-252)
by Guillen, Montserrat & Jorgensen, Peter Lochte & Nielsen, Jens Perch - On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes (RePEc:eee:insuma:v:60:y:2015:i:c:p:83-97)
by Bohnert, Alexander & Gatzert, Nadine & Jørgensen, Peter Løchte - Traffic light options (RePEc:eee:jbfina:v:31:y:2007:i:12:p:3698-3719)
by Jorgensen, Peter Lochte - An analysis of the Solvency II regulatory framework’s Smith-Wilson model for the term structure of risk-free interest rates (RePEc:eee:jbfina:v:97:y:2018:i:c:p:219-237)
by Jørgensen, Peter Løchte - Life Insurance Contracts with Embedded Options (RePEc:eme:jrfpps:eb043480)
by Peter Løchte Jørgensen - Traffic Light Options (RePEc:hhb:aarbfi:2006-08)
by Løchte, Peter - Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs (RePEc:hhb:aarbfi:2006-09)
by Jørgensen, Peter Løchte - Time Charters with Purchase Options in Shipping: Valuation and Risk Management (RePEc:hhb:aarbfi:2008-05)
by Jørgensen, Peter Løchte & De Giovanni, Domenico - Life Insurance Liabilities at Market Value (RePEc:hhb:aarfin:2001_004)
by Grosen, Anders & Løchte Jørgensen, Peter - A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities (RePEc:hhb:aarfin:2001_005)
by Grosen, Anders & Jensen, Bjarke & Løchte Jørgensen, Peter - Optionsaflønning i danske børsnoterede selskaber (RePEc:hhs:cbsfin:2002_007)
by Bechmann, Ken L. & Løchte Jørgensen, Peter - The Value and Incentives of Option-based Compensation in Danish Listed Companies (RePEc:hhs:cbsfin:2003_002)
by Bechmann, Ken L. & Jørgensen, Peter Løchte - Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs (RePEc:hhs:cbsfin:2006_009)
by Løchte Jørgensen, Peter - Optionsaflønning i danske børsnoterede selskaber (RePEc:hhs:jdaecn:0199)
by Bechmann, Ken L. & Jørgensen, Peter Løchte - Analytical Valuation of American-Style Asian Options (RePEc:inm:ormnsc:v:46:y:2000:i:8:p:1116-1136)
by Asbjørn T. Hansen & Peter Løchte Jørgensen - American-style Indexed Executive Stock Options (RePEc:oup:revfin:v:6:y:2002:i:3:p:321-358.)
by Peter Løchte Jørgensen - A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities (RePEc:pal:genrir:v:26:y:2001:i:1:p:57-84)
by Bjarke Jensen & Peter Løchte Jørgensen & Anders Grosen - Time Charters with Purchase Options in Shipping: Valuation and Risk Management (RePEc:taf:apmtfi:v:17:y:2010:i:5:p:399-430)
by Peter Løchte Jørgensen & Domenico De Giovanni - Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs (RePEc:taf:eurjfi:v:13:y:2007:i:7:p:595-619)
by Peter Løchte Jørgensen - The cost of insuring against underperformance of ESG screened index funds (RePEc:taf:jsustf:v:13:y:2023:i:4:p:1534-1553)
by Peter Løchte Jørgensen & Mathias Danielsen Plovst - On accounting standards and fair valuation of life insurance and pension liabilities (RePEc:taf:sactxx:v:2004:y:2004:i:5:p:372-394)
by Peter Løchte Jørgensen - On risk charges and shadow account options in pension funds (RePEc:taf:sactxx:v:2015:y:2015:i:7:p:616-639)
by Peter Løchte Jørgensen & Nadine Gatzert - An analysis of a three-factor model proposed by the Danish Society of Actuaries for forecasting and risk analysis (RePEc:taf:sactxx:v:2016:y:2016:i:9:p:837-857)
by Peter Løchte Jørgensen & Søren Kærgaard Slipsager