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Peter Løchte Jørgensen
(Peter Lochte Jorgensen)

Personal Details

First Name:Peter
Middle Name:
Last Name:Jorgensen
Suffix:
RePEc Short-ID:pjr1
https://econ.au.dk/contact/show/person/plj@econ.au.dk
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
+4520603593

Affiliation

Institut for Økonomi
Aarhus Universitet

Aarhus, Denmark
http://econ.au.dk/
RePEc:edi:ifoaudk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Jørgensen, Peter Løchte & De Giovanni, Domenico, 2008. "Time Charters with Purchase Options in Shipping: Valuation and Risk Management," Finance Research Group Working Papers F-2008-05, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  2. Jørgensen, Peter Løchte, 2006. "Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs," Finance Research Group Working Papers F-2006-09, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  3. Løchte, Peter, 2006. "Traffic Light Options," Finance Research Group Working Papers F-2006-08, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  4. Bechmann, Ken L. & Jørgensen, Peter Løchte, 2003. "The Value and Incentives of Option-based Compensation in Danish Listed Companies," Working Papers 2003-2, Copenhagen Business School, Department of Finance.
  5. Bechmann, Ken L. & Løchte Jørgensen, Peter, 2002. "Optionsaflønning i danske børsnoterede selskaber," Working Papers 2002-7, Copenhagen Business School, Department of Finance.
  6. Grosen, Anders & Jensen, Bjarke & Løchte Jørgensen, Peter, 2001. "A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities," Finance Working Papers 01-5, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  7. Grosen, Anders & Løchte Jørgensen, Peter, 2001. "Life Insurance Liabilities at Market Value," Finance Working Papers 01-4, University of Aarhus, Aarhus School of Business, Department of Business Studies.

Articles

  1. Peter Løchte Jørgensen & Mathias Danielsen Plovst, 2023. "The cost of insuring against underperformance of ESG screened index funds," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, vol. 13(4), pages 1534-1553, October.
  2. Jørgensen, Peter Løchte, 2018. "An analysis of the Solvency II regulatory framework’s Smith-Wilson model for the term structure of risk-free interest rates," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 219-237.
  3. Peter Løchte Jørgensen & Søren Kærgaard Slipsager, 2016. "An analysis of a three-factor model proposed by the Danish Society of Actuaries for forecasting and risk analysis," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2016(9), pages 837-857, October.
  4. Peter Løchte Jørgensen & Nadine Gatzert, 2015. "On risk charges and shadow account options in pension funds," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2015(7), pages 616-639, October.
  5. Bohnert, Alexander & Gatzert, Nadine & Jørgensen, Peter Løchte, 2015. "On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes," Insurance: Mathematics and Economics, Elsevier, vol. 60(C), pages 83-97.
  6. Jørgensen, Peter Løchte & Linnemann, Per, 2012. "A comparison of three different pension savings products with special emphasis on the payout phase," Annals of Actuarial Science, Cambridge University Press, vol. 6(1), pages 137-152, March.
  7. Peter Løchte Jørgensen & Domenico De Giovanni, 2010. "Time Charters with Purchase Options in Shipping: Valuation and Risk Management," Applied Mathematical Finance, Taylor & Francis Journals, vol. 17(5), pages 399-430.
  8. Peter Løchte Jørgensen, 2007. "Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs," The European Journal of Finance, Taylor & Francis Journals, vol. 13(7), pages 595-619.
  9. Jorgensen, Peter Lochte, 2007. "Traffic light options," Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3698-3719, December.
  10. Guillen, Montserrat & Jorgensen, Peter Lochte & Nielsen, Jens Perch, 2006. "Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 229-252, April.
  11. Peter Løchte Jørgensen, 2004. "On accounting standards and fair valuation of life insurance and pension liabilities," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2004(5), pages 372-394.
  12. Bechmann, Ken L. & Jørgensen, Peter Løchte, 2003. "Optionsaflønning i danske børsnoterede selskaber," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2003(1), pages 68-88.
  13. Peter Løchte Jørgensen, 2002. "American-style Indexed Executive Stock Options," Review of Finance, European Finance Association, vol. 6(3), pages 321-358.
  14. Grosen, Anders & Jørgensen, Peter Løchte, 2002. "The bonus-crediting mechanism of Danish pension and life insurance companies: an empirical analysis," Journal of Pension Economics and Finance, Cambridge University Press, vol. 1(3), pages 249-268, November.
  15. Bjarke Jensen & Peter Løchte Jørgensen & Anders Grosen, 2001. "A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 26(1), pages 57-84, June.
  16. Peter Løchte Jørgensen, 2001. "Life Insurance Contracts with Embedded Options," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 3(1), pages 19-30, April.
  17. Asbjørn T. Hansen & Peter Løchte Jørgensen, 2000. "Analytical Valuation of American-Style Asian Options," Management Science, INFORMS, vol. 46(8), pages 1116-1136, August.
  18. Grosen, Anders & Lochte Jorgensen, Peter, 2000. "Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies," Insurance: Mathematics and Economics, Elsevier, vol. 26(1), pages 37-57, February.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (2) 2007-06-18 2009-04-25
  2. NEP-AGE: Economics of Ageing (1) 2007-06-18
  3. NEP-EEC: European Economics (1) 2007-06-18
  4. NEP-RMG: Risk Management (1) 2009-04-25
  5. NEP-SEA: South East Asia (1) 2007-06-18
  6. NEP-URE: Urban and Real Estate Economics (1) 2007-06-18

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