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Peter Løchte Jørgensen

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Personal Details

First Name: Peter
Middle Name: Løchte
Last Name: Jørgensen
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RePEc Short-ID: pjr1

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Homepage: http://www.asb.dk/~plj
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Affiliation

Institut for Økonomi
Aarhus Universitet
Location: Aarhus, Denmark
Homepage: http://www.au.dk/om/organisation/institutter/departmentofeconomicsandbusiness/
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Handle: RePEc:edi:ifoaudk (more details at EDIRC)

Works

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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 & 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.
  7. 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.

Articles

  1. Jorgensen, Peter Lochte, 2007. "Traffic light options," Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3698-3719, December.
  2. 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.
  3. 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.
  4. Asbjørn T. Hansen & Peter Løchte Jørgensen, 2000. "Analytical Valuation of American-Style Asian Options," Management Science, INFORMS, vol. 46(8), pages 1116-1136, August.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGE: Economics of Ageing (1) 2007-06-18. Author is listed
  2. NEP-CMP: Computational Economics (2) 2007-06-18 2009-04-25. Author is listed
  3. NEP-EEC: European Economics (1) 2007-06-18. Author is listed
  4. NEP-RMG: Risk Management (1) 2009-04-25. Author is listed
  5. NEP-SEA: South East Asia (1) 2007-06-18. Author is listed
  6. NEP-URE: Urban & Real Estate Economics (1) 2007-06-18. Author is listed

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