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Łukasz Delong
(Lukasz Delong)

Personal Details

First Name:Lukasz
Middle Name:
Last Name:Delong
Suffix:
RePEc Short-ID:pde1562
[This author has chosen not to make the email address public]
https://www.lukaszdelong.pl

Affiliation

Wydział Nauk Ekonomicznych
Uniwersytet Warszawski

Warszawa, Poland
http://www.wne.uw.edu.pl/
RePEc:edi:fesuwpl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Karim Barigou & Lukasz Delong, 2021. "Pricing equity-linked life insurance contracts with multiple risk factors by neural networks," Post-Print hal-02896141, HAL.
  2. Karim Barigou & Lukasz Delong, 2020. "Pricing equity-linked life insurance contracts with multiple risk factors by neural networks," Papers 2007.08804, arXiv.org, revised Nov 2021.
  3. Lukasz Delong, 2010. "Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management," Papers 1005.4417, arXiv.org, revised Jan 2011.

Articles

  1. Łukasz Delong & Mario V. Wüthrich, 2025. "Isotonic Regression for Variance Estimation and Its Role in Mean Estimation and Model Validation," North American Actuarial Journal, Taylor & Francis Journals, vol. 29(3), pages 563-591, July.
  2. Delong, Łukasz & Kozak, Anna, 2023. "The use of autoencoders for training neural networks with mixed categorical and numerical features," ASTIN Bulletin, Cambridge University Press, vol. 53(2), pages 213-232, May.
  3. Łukasz Delong & Mathias Lindholm & Mario V. Wüthrich, 2022. "Collective reserving using individual claims data," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2022(1), pages 1-28, January.
  4. Marcin Szatkowski & Łukasz Delong, 2021. "One-Year and Ultimate Reserve Risk in Mack Chain Ladder Model," Risks, MDPI, vol. 9(9), pages 1-29, August.
  5. Delong, Łukasz & Lindholm, Mathias & Wüthrich, Mario V., 2021. "Gamma Mixture Density Networks and their application to modelling insurance claim amounts," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 240-261.
  6. Delong, Łukasz & Szatkowski, Marcin, 2020. "One-Year Premium Risk And Emergence Pattern Of Ultimate Loss Based On Conditional Distribution," ASTIN Bulletin, Cambridge University Press, vol. 50(2), pages 479-511, May.
  7. Łukasz Delong & Mario V. Wüthrich, 2020. "Neural Networks for the Joint Development of Individual Payments and Claim Incurred," Risks, MDPI, vol. 8(2), pages 1-34, April.
  8. Delong, Łukasz & Dhaene, Jan & Barigou, Karim, 2019. "Fair valuation of insurance liability cash-flow streams in continuous time: Theory," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 196-208.
  9. Łukasz Delong, 2019. "Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 89(1), pages 73-113, February.
  10. Delong, Łukasz & Dhaene, Jan & Barigou, Karim, 2019. "Fair Valuation Of Insurance Liability Cash-Flow Streams In Continuous Time: Applications," ASTIN Bulletin, Cambridge University Press, vol. 49(2), pages 299-333, May.
  11. Łukasz Delong, 2018. "Time-inconsistent stochastic optimal control problems in insurance and finance," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 51, pages 229-254.
  12. Łukasz Delong & Damian Sulik, 2017. "Kalibracja dwuczynnikowego modelu chwilowej stopy procentowej typu G2++ w mierze rzeczywistej i neutralnej względem ryzyka," Bank i Kredyt, Narodowy Bank Polski, vol. 48(4), pages 403-450.
  13. Delong, Łukasz & Chen, An, 2016. "Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 342-352.
  14. Chen, An & Delong, Łukasz, 2015. "Optimal Investment For A Defined-Contribution Pension Scheme Under A Regime Switching Model," ASTIN Bulletin, Cambridge University Press, vol. 45(2), pages 397-419, May.
  15. Delong, Łukasz, 2014. "Pricing and hedging of variable annuities with state-dependent fees," Insurance: Mathematics and Economics, Elsevier, vol. 58(C), pages 24-33.
  16. Delong, Łukasz, 2012. "No-Good-Deal, Local Mean-Variance and Ambiguity Risk Pricing and Hedging for an Insurance Payment Process," ASTIN Bulletin, Cambridge University Press, vol. 42(1), pages 203-232, May.
  17. Łukasz Delong, 2011. "Practical and theoretical aspects of market-consistent valuation and hedging of insurance liabilities," Bank i Kredyt, Narodowy Bank Polski, vol. 42(1), pages 49-78.
  18. Łukasz Delong, 2010. "Applications of backward stochastic differential equations to insurance and finance," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 21, pages 11-26.
  19. Delong, Lukasz, 2010. "An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process," Insurance: Mathematics and Economics, Elsevier, vol. 47(3), pages 278-293, December.
  20. Delong, Lukasz & Imkeller, Peter, 2010. "On Malliavin's differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures," Stochastic Processes and their Applications, Elsevier, vol. 120(9), pages 1748-1775, August.
  21. Łukasz Delong, 2009. "Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2009(1), pages 1-26.
  22. Delong, Lukasz & Gerrard, Russell & Haberman, Steven, 2008. "Mean-variance optimization problems for an accumulation phase in a defined benefit plan," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 107-118, February.
  23. Łukasz Delong & Russell Gerrard, 2007. "Mean-variance portfolio selection for a non-life insurance company," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 66(2), pages 339-367, October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Delong, Łukasz & Kozak, Anna, 2023. "The use of autoencoders for training neural networks with mixed categorical and numerical features," ASTIN Bulletin, Cambridge University Press, vol. 53(2), pages 213-232, May.

    Cited by:

    1. Ronald Richman & Salvatore Scognamiglio & Mario V. Wuthrich, 2024. "The Credibility Transformer," Papers 2409.16653, arXiv.org.
    2. Freek Holvoet & Katrien Antonio & Roel Henckaerts, 2023. "Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff," Papers 2310.12671, arXiv.org, revised Jan 2025.

  2. Łukasz Delong & Mathias Lindholm & Mario V. Wüthrich, 2022. "Collective reserving using individual claims data," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2022(1), pages 1-28, January.

    Cited by:

    1. C. Furrer & O. L. Sandqvist, 2025. "Loss of earning capacity in Denmark -- an actuarial perspective," Papers 2501.11578, arXiv.org.
    2. Jonas Crevecoeur & Katrien Antonio & Stijn Desmedt & Alexandre Masquelein, 2022. "Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims," Papers 2203.07145, arXiv.org, revised Feb 2023.

  3. Marcin Szatkowski & Łukasz Delong, 2021. "One-Year and Ultimate Reserve Risk in Mack Chain Ladder Model," Risks, MDPI, vol. 9(9), pages 1-29, August.

    Cited by:

    1. Marcin Szatkowski, 2022. "Study of Actuarial Characteristics of One-Year and Ultimate Reserve Risk Distributions Based on Market Data," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 14(4), pages 225-262, December.

  4. Delong, Łukasz & Lindholm, Mathias & Wüthrich, Mario V., 2021. "Gamma Mixture Density Networks and their application to modelling insurance claim amounts," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 240-261.

    Cited by:

    1. Fissler, Tobias & Merz, Michael & Wüthrich, Mario V., 2023. "Deep quantile and deep composite triplet regression," Insurance: Mathematics and Economics, Elsevier, vol. 109(C), pages 94-112.
    2. Hou, Yanxi & Li, Jiahong & Gao, Guangyuan, 2025. "Insurance loss modeling with gradient tree-boosted mixture models," Insurance: Mathematics and Economics, Elsevier, vol. 121(C), pages 45-62.
    3. Benjamin Avanzi & Eric Dong & Patrick J. Laub & Bernard Wong, 2024. "Distributional Refinement Network: Distributional Forecasting via Deep Learning," Papers 2406.00998, arXiv.org.
    4. Matthew Bonas & Abhirup Datta & Christopher K. Wikle & Edward L. Boone & Faten S. Alamri & Bhava Vyasa Hari & Indulekha Kavila & Susan J. Simmons & Shannon M. Jarvis & Wesley S. Burr & Daniel E. Pagen, 2025. "Assessing predictability of environmental time series with statistical and machine learning models," Environmetrics, John Wiley & Sons, Ltd., vol. 36(1), January.

  5. Delong, Łukasz & Szatkowski, Marcin, 2020. "One-Year Premium Risk And Emergence Pattern Of Ultimate Loss Based On Conditional Distribution," ASTIN Bulletin, Cambridge University Press, vol. 50(2), pages 479-511, May.

    Cited by:

    1. Marcin Szatkowski & Łukasz Delong, 2021. "One-Year and Ultimate Reserve Risk in Mack Chain Ladder Model," Risks, MDPI, vol. 9(9), pages 1-29, August.

  6. Łukasz Delong & Mario V. Wüthrich, 2020. "Neural Networks for the Joint Development of Individual Payments and Claim Incurred," Risks, MDPI, vol. 8(2), pages 1-34, April.

    Cited by:

    1. Zuleyka Díaz Martínez & José Fernández Menéndez & Luis Javier García Villalba, 2023. "Tariff Analysis in Automobile Insurance: Is It Time to Switch from Generalized Linear Models to Generalized Additive Models?," Mathematics, MDPI, vol. 11(18), pages 1-16, September.
    2. Diego Zappa & Gian Paolo Clemente & Francesco Della Corte & Nino Savelli, 2023. "Editorial on the Special Issue on Insurance: complexity, risks and its connection with social sciences," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(2), pages 125-130, December.
    3. Emmanuel Jordy Menvouta & Jolien Ponnet & Robin Van Oirbeek & Tim Verdonck, 2022. "mCube: Multinomial Micro-level reserving Model," Papers 2212.00101, arXiv.org.
    4. Ihsan Chaoubi & Camille Besse & H'el`ene Cossette & Marie-Pier C^ot'e, 2022. "Micro-level Reserving for General Insurance Claims using a Long Short-Term Memory Network," Papers 2201.13267, arXiv.org.

  7. Delong, Łukasz & Dhaene, Jan & Barigou, Karim, 2019. "Fair valuation of insurance liability cash-flow streams in continuous time: Theory," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 196-208.

    Cited by:

    1. Engsner, Hampus & Lindskog, Filip & Thøgersen, Julie, 2023. "Multiple-prior valuation of cash flows subject to capital requirements," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 41-56.
    2. Hansjörg Albrecher & Karl‐Theodor Eisele & Mogens Steffensen & Mario V. Wüthrich, 2022. "On the cost‐of‐capital rate under incomplete market valuation," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(4), pages 1139-1158, December.
    3. Koch-Medina, Pablo & Moreno-Bromberg, Santiago & Ravanelli, Claudia & Šikić, Mario, 2021. "Revisiting optimal investment strategies of value-maximizing insurance firms," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 131-151.
    4. Chen, Ze & Chen, Bingzheng & Dhaene, Jan & Yang, Tianyu, 2021. "Fair dynamic valuation of insurance liabilities via convex hedging," Insurance: Mathematics and Economics, Elsevier, vol. 98(C), pages 1-13.
    5. Francesco Della Corte & Gian Paolo Clemente & Nino Savelli, 2023. "A cohort-based Partial Internal Model for demographic risk," Papers 2307.03090, arXiv.org.
    6. Hampus Engsner & Filip Lindskog & Julie Thoegersen, 2021. "Multiple-prior valuation of cash flows subject to capital requirements," Papers 2109.00306, arXiv.org.

  8. Łukasz Delong, 2019. "Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 89(1), pages 73-113, February.

    Cited by:

    1. Hyungbin Park, 2021. "Influence of risk tolerance on long-term investments: A Malliavin calculus approach," Papers 2104.00911, arXiv.org.
    2. Jens Gudmundsson & Jens Leth Hougaard, 2020. "Enabling reciprocity through blockchain design," IFRO Working Paper 2020/14, University of Copenhagen, Department of Food and Resource Economics, revised 09 Feb 2021.
    3. Chong, Wing Fung, 2019. "Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: The principle of equivalent forward preferences," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 93-107.

  9. Delong, Łukasz & Dhaene, Jan & Barigou, Karim, 2019. "Fair Valuation Of Insurance Liability Cash-Flow Streams In Continuous Time: Applications," ASTIN Bulletin, Cambridge University Press, vol. 49(2), pages 299-333, May.

    Cited by:

    1. Karim Barigou & Daniel Linders & Fan Yang, 2021. "Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation," Papers 2109.13796, arXiv.org, revised Mar 2022.
    2. Chen, Ze & Feng, Runhuan & Li, Hong & Yang, Tianyu, 2024. "Coping with longevity via hedging: Fair dynamic valuation of variable annuities," Insurance: Mathematics and Economics, Elsevier, vol. 117(C), pages 154-169.
    3. Karim Barigou & Valeria Bignozzi & Andreas Tsanakas, 2020. "Insurance valuation: A two-step generalised regression approach," Papers 2012.04364, arXiv.org, revised Nov 2021.
    4. Hansjörg Albrecher & Karl‐Theodor Eisele & Mogens Steffensen & Mario V. Wüthrich, 2022. "On the cost‐of‐capital rate under incomplete market valuation," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(4), pages 1139-1158, December.
    5. Koch-Medina, Pablo & Moreno-Bromberg, Santiago & Ravanelli, Claudia & Šikić, Mario, 2021. "Revisiting optimal investment strategies of value-maximizing insurance firms," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 131-151.
    6. Chen, Ze & Chen, Bingzheng & Dhaene, Jan & Yang, Tianyu, 2021. "Fair dynamic valuation of insurance liabilities via convex hedging," Insurance: Mathematics and Economics, Elsevier, vol. 98(C), pages 1-13.
    7. Hampus Engsner, 2021. "Least Squares Monte Carlo applied to Dynamic Monetary Utility Functions," Papers 2101.10947, arXiv.org, revised Apr 2021.
    8. Albrecher, Hansjörg & Dacorogna, Michel M, 2024. "Allocating Capital to Time: Introducing Credit Migration for Measuring Time-Related Risks," MPRA Paper 122323, University Library of Munich, Germany.
    9. Francesco Della Corte & Gian Paolo Clemente & Nino Savelli, 2023. "A cohort-based Partial Internal Model for demographic risk," Papers 2307.03090, arXiv.org.
    10. Donatien Hainaut & Alex Casas, 2024. "Option pricing in the Heston model with physics inspired neural networks," Annals of Finance, Springer, vol. 20(3), pages 353-376, September.
    11. Hampus Engsner & Filip Lindskog & Julie Thoegersen, 2021. "Multiple-prior valuation of cash flows subject to capital requirements," Papers 2109.00306, arXiv.org.
    12. Aur'elien Alfonsi & Adel Cherchali & Jose Arturo Infante Acevedo, 2019. "A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula," Papers 1908.00811, arXiv.org.
    13. Karim Barigou & Daniël Linders & Fan Yang, 2022. "Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation," Post-Print hal-03327710, HAL.
    14. Delong, Łukasz & Dhaene, Jan & Barigou, Karim, 2019. "Fair valuation of insurance liability cash-flow streams in continuous time: Theory," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 196-208.

  10. Delong, Łukasz & Chen, An, 2016. "Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 342-352.

    Cited by:

    1. Bäuerle Nicole & Chen An, 2019. "Optimal retirement planning under partial information," Statistics & Risk Modeling, De Gruyter, vol. 36(1-4), pages 37-55, December.
    2. Huang, H. & Milevsky, M.A. & Salisbury, T.S., 2017. "Retirement spending and biological age," Journal of Economic Dynamics and Control, Elsevier, vol. 84(C), pages 58-76.
    3. Milevsky, Moshe A., 2020. "Calibrating Gompertz in reverse: What is your longevity-risk-adjusted global age?," Insurance: Mathematics and Economics, Elsevier, vol. 92(C), pages 147-161.
    4. Maria Alexandrova & Nadine Gatzert, 2019. "What Do We Know About Annuitization Decisions?," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 22(1), pages 57-100, March.
    5. Chen Shou & Xiang Shengpeng & He Hongbo, 2019. "Do Time Preferences Matter in Intertemporal Consumption and Portfolio Decisions?," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 19(2), pages 1-13, June.
    6. Łukasz Delong, 2018. "Time-inconsistent stochastic optimal control problems in insurance and finance," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 51, pages 229-254.

  11. Chen, An & Delong, Łukasz, 2015. "Optimal Investment For A Defined-Contribution Pension Scheme Under A Regime Switching Model," ASTIN Bulletin, Cambridge University Press, vol. 45(2), pages 397-419, May.

    Cited by:

    1. Calisto Guambe & Rodwell Kufakunesu & Gusti Van Zyl & Conrad Beyers, 2018. "Optimal asset allocation for a DC plan with partial information under inflation and mortality risks," Papers 1808.06337, arXiv.org, revised Aug 2018.
    2. Yang, Lin & Pantelous, Athanasios A. & Assa, Hirbod, 2016. "Robust Stability, Stabilisation And H-Infinity Control For Premium-Reserve Models In A Markovian Regime Switching Discrete-Time Framework," ASTIN Bulletin, Cambridge University Press, vol. 46(3), pages 747-778, September.
    3. Dong, Yinghui & Zheng, Harry, 2019. "Optimal investment of DC pension plan under short-selling constraints and portfolio insurance," Insurance: Mathematics and Economics, Elsevier, vol. 85(C), pages 47-59.
    4. Bian, Lihua & Li, Zhongfei & Yao, Haixiang, 2018. "Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause," Insurance: Mathematics and Economics, Elsevier, vol. 81(C), pages 78-94.
    5. Chen, Zheng & Li, Zhongfei & Zeng, Yan & Sun, Jingyun, 2017. "Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk," Insurance: Mathematics and Economics, Elsevier, vol. 75(C), pages 137-150.
    6. Francesco Menoncin & Elena Vigna, 2025. "Portfolio optimization in DC pension scheme with unhedgeable stochastic wage," Carlo Alberto Notebooks 740 JEL Classification: C, Collegio Carlo Alberto.
    7. An Chen & Motonobu Kanagawa & Fangyuan Zhang, 2021. "Intergenerational risk sharing in a Defined Contribution pension system: analysis with Bayesian optimization," Papers 2106.13644, arXiv.org, revised Mar 2023.
    8. Lesław Gajek & Marcin Rudź, 2020. "Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model," Methodology and Computing in Applied Probability, Springer, vol. 22(4), pages 1507-1528, December.
    9. Cao, Jingyi & Li, Dongchen & Young, Virginia R. & Zou, Bin, 2025. "Continuous-time optimal reporting with full insurance under the mean-variance criterion," Insurance: Mathematics and Economics, Elsevier, vol. 120(C), pages 79-90.
    10. Lesław Gajek & Marcin Rudź, 2018. "Risk-switching insolvency models," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 51, pages 129-146.

  12. Delong, Łukasz, 2014. "Pricing and hedging of variable annuities with state-dependent fees," Insurance: Mathematics and Economics, Elsevier, vol. 58(C), pages 24-33.

    Cited by:

    1. Anne MacKay & Maciej Augustyniak & Carole Bernard & Mary R. Hardy, 2017. "Risk Management of Policyholder Behavior in Equity-Linked Life Insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(2), pages 661-690, June.
    2. Jennifer Alonso-Garcia & Len Patrick Dominic M. Garces & Jonathan Ziveyi, 2025. "Variable annuities: A closer look at ratchet guarantees, hybrid contract designs, and taxation," Papers 2507.07358, arXiv.org.
    3. Runhuan Feng & Xiaochen Jing & Jan Dhaene, 2015. "Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 485229, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
    4. Wang, Gu & Zou, Bin, 2021. "Optimal fee structure of variable annuities," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 587-601.
    5. Zhenyu Cui & Anne MacKay & Marie-Claude Vachon, 2022. "Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation," Papers 2207.14793, arXiv.org.
    6. Zhou, Jiang & Wu, Lan, 2015. "Valuing equity-linked death benefits with a threshold expense strategy," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 79-90.
    7. Jennifer Alonso Garcia & Samuel Thirurajah & Jonathan Ziveyi, 2024. "A hybrid variable annuity contract embedded with living and death benefit riders," ULB Institutional Repository 2013/385588, ULB -- Universite Libre de Bruxelles.
    8. Zhou, Jiang & Wu, Lan, 2015. "The time of deducting fees for variable annuities under the state-dependent fee structure," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 125-134.
    9. D. Baños & T. Meyer-Brandis & F. Proske & S. Duedahl, 2017. "Computing deltas without derivatives," Finance and Stochastics, Springer, vol. 21(2), pages 509-549, April.
    10. Michael A. Kouritzin & Anne MacKay, 2017. "VIX-linked fees for GMWBs via Explicit Solution Simulation Methods," Papers 1708.06886, arXiv.org, revised Apr 2018.
    11. Anne Mackay & Marie-Claude Vachon, 2023. "On an Optimal Stopping Problem with a Discontinuous Reward," Papers 2311.03538, arXiv.org, revised Jul 2025.
    12. Kouritzin, Michael A. & MacKay, Anne, 2018. "VIX-linked fees for GMWBs via explicit solution simulation methods," Insurance: Mathematics and Economics, Elsevier, vol. 81(C), pages 1-17.
    13. Anna Rita Bacinello & Ivan Zoccolan, 2019. "Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 42(1), pages 21-49, June.
    14. Fontana, Claudio & Rotondi, Francesco, 2023. "Valuation of general GMWB annuities in a low interest rate environment," Insurance: Mathematics and Economics, Elsevier, vol. 112(C), pages 142-167.
    15. Moenig, Thorsten, 2021. "Variable annuities: Market incompleteness and policyholder behavior," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 63-78.

  13. Delong, Łukasz, 2012. "No-Good-Deal, Local Mean-Variance and Ambiguity Risk Pricing and Hedging for an Insurance Payment Process," ASTIN Bulletin, Cambridge University Press, vol. 42(1), pages 203-232, May.

    Cited by:

    1. Dirk Becherer & Klebert Kentia, 2017. "Hedging under generalized good-deal bounds and model uncertainty," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 86(1), pages 171-214, August.
    2. Christophette Blanchet-Scalliet & Diana Dorobantu & Yahia Salhi, 2019. "A Model-Point Approach to Indifference Pricing of Life Insurance Portfolios with Dependent Lives," Methodology and Computing in Applied Probability, Springer, vol. 21(2), pages 423-448, June.
    3. Claudia Ceci & Katia Colaneri & Alessandra Cretarola, 2018. "Indifference pricing of pure endowments via BSDEs under partial information," Papers 1804.00223, arXiv.org, revised Jul 2020.
    4. Christophette Blanchet-Scalliet & Diana Dorobantu & Yahia Salhi, 2019. "A Model-Point Approach to Indifference Pricing of Life Insurance Portfolios with Dependent Lives," Post-Print hal-01258645, HAL.
    5. Dirk Becherer & Klebert Kentia, 2016. "Hedging under generalized good-deal bounds and model uncertainty," Papers 1607.04488, arXiv.org, revised Apr 2017.

  14. Łukasz Delong, 2011. "Practical and theoretical aspects of market-consistent valuation and hedging of insurance liabilities," Bank i Kredyt, Narodowy Bank Polski, vol. 42(1), pages 49-78.

    Cited by:

    1. Florian Gach & Simon Hochgerner & Eva Kienbacher & Gabriel Schachinger, 2023. "Mean-field Libor market model and valuation of long term guarantees," Papers 2310.09022, arXiv.org, revised Mar 2025.
    2. Florian Gach & Simon Hochgerner & Eva Kienbacher & Gabriel Schachinger, 2025. "Mean-Field Libor Market Model and Valuation of Long Term Guarantees," Methodology and Computing in Applied Probability, Springer, vol. 27(2), pages 1-43, June.
    3. Jan Dhaene & Ben Stassen & Karim Barigou & Daniël Linders & Ze Chen, 2017. "Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 578281, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.

  15. Łukasz Delong, 2010. "Applications of backward stochastic differential equations to insurance and finance," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 21, pages 11-26.

    Cited by:

    1. Lukasz Delong, 2010. "Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management," Papers 1005.4417, arXiv.org, revised Jan 2011.
    2. Zhou, Qing & Ren, Yong, 2012. "Reflected backward stochastic differential equations with time delayed generators," Statistics & Probability Letters, Elsevier, vol. 82(5), pages 979-990.
    3. Frédéric Sart, 2016. "On the hedging of liabilities with an endogenous profit sharing mechanism," Post-Print hal-01574949, HAL.
    4. Rodwell Kufakunesu & Calisto Guambe & Lesedi Mabitsela, 2018. "Risk-based optimal portfolio of an insurer with regime switching and noisy memory," Papers 1808.04604, arXiv.org, revised Mar 2019.

  16. Delong, Lukasz, 2010. "An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process," Insurance: Mathematics and Economics, Elsevier, vol. 47(3), pages 278-293, December.

    Cited by:

    1. Lukasz Delong, 2010. "Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management," Papers 1005.4417, arXiv.org, revised Jan 2011.

  17. Delong, Lukasz & Imkeller, Peter, 2010. "On Malliavin's differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures," Stochastic Processes and their Applications, Elsevier, vol. 120(9), pages 1748-1775, August.

    Cited by:

    1. Fujii, Masaaki & Takahashi, Akihiko, 2018. "Quadratic–exponential growth BSDEs with jumps and their Malliavin’s differentiability," Stochastic Processes and their Applications, Elsevier, vol. 128(6), pages 2083-2130.
    2. Monia Karouf, 2019. "Reflected and Doubly Reflected Backward Stochastic Differential Equations with Time-Delayed Generators," Journal of Theoretical Probability, Springer, vol. 32(1), pages 216-248, March.
    3. Masaaki Fujii & Akihiko Takahashi, 2015. "Asymptotic Expansion for Forward-Backward SDEs with Jumps," CIRJE F-Series CIRJE-F-993, CIRJE, Faculty of Economics, University of Tokyo.
    4. Masaaki Fujii & Akihiko Takahashi, 2016. "Quadratic-exponential growth BSDEs with Jumps and their Malliavin’s Differentiability (revised version of CARF-F-376)," CARF F-Series CARF-F-395, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    5. Masaaki Fujii & Akihiko Takahashi, 2017. "Quadratic-exponential growth BSDEs with Jumps and their Malliavin's Differentiability (Forthcoming in Stochastic Processes and their Applications)(revised version of CARF-F-395)," CARF F-Series CARF-F-420, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    6. Suzuki, Ryoichi, 2018. "Malliavin differentiability of indicator functions on canonical Lévy spaces," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 183-190.
    7. Masaaki Fujii & Akihiko Takahashi, 2015. "Asymptotic Expansion for Forward-Backward SDEs," CARF F-Series CARF-F-372, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    8. Takuji Arai, 2019. "Pricing And Hedging Of Vix Options For Barndorff-Nielsen And Shephard Models," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(08), pages 1-26, December.
    9. Masaaki Fujii & Akihiko Takahashi, 2015. "Quadratic-exponential Growth BSDEs with Jumps and their Malliavin's Differentiability," CIRJE F-Series CIRJE-F-997, CIRJE, Faculty of Economics, University of Tokyo.
    10. Lukasz Delong, 2010. "Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management," Papers 1005.4417, arXiv.org, revised Jan 2011.
    11. Takuji Arai & Ryoichi Suzuki, 2015. "Local risk-minimization for Barndorff-Nielsen and Shephard models," Keio-IES Discussion Paper Series 2015-003, Institute for Economics Studies, Keio University.
    12. Alexander Steinicke, 2016. "Functionals of a Lévy Process on Canonical and Generic Probability Spaces," Journal of Theoretical Probability, Springer, vol. 29(2), pages 443-458, June.
    13. Masaaki Fujii & Akihiko Takahashi, 2015. "Asymptotic Expansion for Forward-Backward SDEs with Jumps," Papers 1510.03220, arXiv.org, revised Sep 2018.
    14. Luo, Peng, 2020. "Reflected BSDEs with time-delayed generators and nonlinear resistance," Statistics & Probability Letters, Elsevier, vol. 163(C).
    15. Masaaki Fujii & Akihiko Takahashi, 2018. "Asymptotic Expansion for Forward-Backward SDEs with JumpsAsymptotic Expansion for Forward-Backward SDEs with Jumps (Forthcoming in Stochastics) (Revised version of F-372)," CARF F-Series CARF-F-445, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    16. Takuji Arai, 2019. "Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models," Papers 1904.12260, arXiv.org.
    17. Masaaki Fujii & Akihiko Takahashi, 2015. "Quadratic-exponential growth BSDEs with Jumps and their Malliavin’s Differentiability," CARF F-Series CARF-F-376, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    18. Takuji Arai & Yuto Imai & Ryoichi Suzuki, 2017. "Local risk-minimization for Barndorff-Nielsen and Shephard models," Finance and Stochastics, Springer, vol. 21(2), pages 551-592, April.
    19. Cordoni, Francesco & Di Persio, Luca & Maticiuc, Lucian & Zălinescu, Adrian, 2020. "A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance," Stochastic Processes and their Applications, Elsevier, vol. 130(3), pages 1669-1712.
    20. Dirk Becherer & Martin Buttner & Klebert Kentia, 2016. "On the monotone stability approach to BSDEs with jumps: Extensions, concrete criteria and examples," Papers 1607.06644, arXiv.org, revised Nov 2019.
    21. Takuji Arai & Yuto Imai & Ryo Nakashima, 2018. "Numerical analysis on quadratic hedging strategies for normal inverse Gaussian models," Papers 1801.05597, arXiv.org.
    22. dos Reis, Gonçalo & Réveillac, Anthony & Zhang, Jianing, 2011. "FBSDEs with time delayed generators: Lp-solutions, differentiability, representation formulas and path regularity," Stochastic Processes and their Applications, Elsevier, vol. 121(9), pages 2114-2150, September.
    23. Zhou, Qing & Ren, Yong, 2012. "Reflected backward stochastic differential equations with time delayed generators," Statistics & Probability Letters, Elsevier, vol. 82(5), pages 979-990.
    24. Rodwell Kufakunesu & Calisto Guambe & Lesedi Mabitsela, 2018. "Risk-based optimal portfolio of an insurer with regime switching and noisy memory," Papers 1808.04604, arXiv.org, revised Mar 2019.
    25. Takuji Arai & Yuto Imai & Ryoichi Suzuki, 2015. "Local risk-minimization for Barndorff-Nielsen and Shephard models," Papers 1503.08589, arXiv.org, revised Jan 2016.
    26. Masaaki Fujii & Akihiko Takahashi, 2015. "Quadratic-exponential growth BSDEs with Jumps and their Malliavin's Differentiability," Papers 1512.05924, arXiv.org, revised Sep 2017.

  18. Łukasz Delong, 2009. "Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2009(1), pages 1-26.

    Cited by:

    1. Post, Thomas, 2009. "Individual welfare gains from deferred life-annuities under stochastic Lee-Carter mortality," SFB 649 Discussion Papers 2009-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    2. Claudia Ceci & Alessandra Cretarola, 2024. "Optimal reinsurance in a dynamic contagion model: comparing self-exciting and externally-exciting risks," Papers 2404.11482, arXiv.org, revised Sep 2024.

  19. Delong, Lukasz & Gerrard, Russell & Haberman, Steven, 2008. "Mean-variance optimization problems for an accumulation phase in a defined benefit plan," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 107-118, February.

    Cited by:

    1. Zhiping Chen & Liyuan Wang & Ping Chen & Haixiang Yao, 2019. "Continuous-Time Mean–Variance Optimization For Defined Contribution Pension Funds With Regime-Switching," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(06), pages 1-33, September.
    2. Hong‐Chih Huang, 2010. "Optimal Multiperiod Asset Allocation: Matching Assets to Liabilities in a Discrete Model," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(2), pages 451-472, June.
    3. Xiaoyi Zhang, 2022. "Optimal DC Pension Management Under Inflation Risk With Jump Diffusion Price Index and Cost of Living Process," Methodology and Computing in Applied Probability, Springer, vol. 24(2), pages 1253-1270, June.
    4. Yao, Haixiang & Yang, Zhou & Chen, Ping, 2013. "Markowitz’s mean–variance defined contribution pension fund management under inflation: A continuous-time model," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 851-863.
    5. Yao, Haixiang & Chen, Ping & Li, Xun, 2016. "Multi-period defined contribution pension funds investment management with regime-switching and mortality risk," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 103-113.
    6. Josa-Fombellida, Ricardo & Rincón-Zapatero, Juan Pablo, 2019. "Equilibrium strategies in a defined benefit pension plan game," European Journal of Operational Research, Elsevier, vol. 275(1), pages 374-386.
    7. Yao, Haixiang & Lai, Yongzeng & Ma, Qinghua & Jian, Minjie, 2014. "Asset allocation for a DC pension fund with stochastic income and mortality risk: A multi-period mean–variance framework," Insurance: Mathematics and Economics, Elsevier, vol. 54(C), pages 84-92.
    8. Elisa Luciano & Luca Regis, 2013. "Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk," Carlo Alberto Notebooks 308, Collegio Carlo Alberto.
    9. Wujun Lv & Linlin Tian & Xiaoyi Zhang, 2023. "Optimal Defined Contribution Pension Management with Jump Diffusions and Common Shock Dependence," Mathematics, MDPI, vol. 11(13), pages 1-20, July.
    10. Schmeck, Maren Diane & Schmidli, Hanspeter, 2019. "Mortality Options: the Point of View of an Insurer," Center for Mathematical Economics Working Papers 616, Center for Mathematical Economics, Bielefeld University.
    11. Dang, D.M. & Forsyth, P.A., 2016. "Better than pre-commitment mean-variance portfolio allocation strategies: A semi-self-financing Hamilton–Jacobi–Bellman equation approach," European Journal of Operational Research, Elsevier, vol. 250(3), pages 827-841.
    12. Jun Wang & Chunli Cui & Tian Tian, 2025. "Optimal tactics in community pension model for defined benefit pension plans," PLOS ONE, Public Library of Science, vol. 20(1), pages 1-17, January.
    13. Schmeck, Maren Diane & Schmidli, Hanspeter, 2021. "Mortality options: The point of view of an insurer," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 98-115.
    14. Josa-Fombellida, Ricardo & López-Casado, Paula & Rincón-Zapatero, Juan Pablo, 2018. "Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance," Insurance: Mathematics and Economics, Elsevier, vol. 82(C), pages 73-86.
    15. Ai, Jing & Brockett, Patrick L. & Jacobson, Allen F., 2015. "A new defined benefit pension risk measurement methodology," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 40-51.
    16. Menoncin, Francesco & Regis, Luca, 2017. "Longevity-linked assets and pre-retirement consumption/portfolio decisions," Insurance: Mathematics and Economics, Elsevier, vol. 76(C), pages 75-86.
    17. Lin, Yijia & MacMinn, Richard D. & Tian, Ruilin, 2015. "De-risking defined benefit plans," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 52-65.
    18. Huang, Hong-Chih & Lee, Yung-Tsung, 2020. "A study of the differences among representative investment strategies," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 131-149.
    19. Francesco Menoncin & Luca Regis, 2015. "Longevity assets and pre-retirement consumption/portfolio decisions," Working Papers 2/2015, IMT School for Advanced Studies Lucca, revised May 2015.
    20. Delong, Lukasz, 2010. "An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process," Insurance: Mathematics and Economics, Elsevier, vol. 47(3), pages 278-293, December.
    21. Samuel H. Cox & Yijia Lin & Ruilin Tian & Jifeng Yu, 2013. "Managing Capital Market and Longevity Risks in a Defined Benefit Pension Plan," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(3), pages 585-620, September.

  20. Łukasz Delong & Russell Gerrard, 2007. "Mean-variance portfolio selection for a non-life insurance company," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 66(2), pages 339-367, October.

    Cited by:

    1. Shen, Yang & Zeng, Yan, 2015. "Optimal investment–reinsurance strategy for mean–variance insurers with square-root factor process," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 118-137.
    2. Cao, Jingyi & Landriault, David & Li, Bin, 2020. "Optimal reinsurance-investment strategy for a dynamic contagion claim model," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 206-215.
    3. Bohan Li & Junyi Guo & Xiaoqing Liang, 2025. "Optimal Monotone Mean-Variance Problem in a Catastrophe Insurance Model," Methodology and Computing in Applied Probability, Springer, vol. 27(1), pages 1-37, March.
    4. Zhao, Hui & Shen, Yang & Zeng, Yan & Zhang, Wenjun, 2019. "Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean–variance insurer with ambiguity aversion," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 159-180.
    5. Junna Bi & Junyi Guo, 2013. "Optimal Mean-Variance Problem with Constrained Controls in a Jump-Diffusion Financial Market for an Insurer," Journal of Optimization Theory and Applications, Springer, vol. 157(1), pages 252-275, April.
    6. Alia, Ishak & Chighoub, Farid & Sohail, Ayesha, 2016. "A characterization of equilibrium strategies in continuous-time mean–variance problems for insurers," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 212-223.
    7. Masaaki Fujii & Akihiko Takahashi, 2014. "Optimal Hedging for Fund & Insurance Managers with Partially Observable Investment Flows," CARF F-Series CARF-F-338, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    8. Nicole Bäuerle & Ulrich Rieder, 2013. "Optimal Deterministic Investment Strategies for Insurers," Risks, MDPI, vol. 1(3), pages 1-18, November.
    9. Zhu, Huainian & Cao, Ming & Zhang, Chengke, 2019. "Time-consistent investment and reinsurance strategies for mean-variance insurers with relative performance concerns under the Heston model," Finance Research Letters, Elsevier, vol. 30(C), pages 280-291.
    10. Junna Bi & Qingbin Meng & Yongji Zhang, 2014. "Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer," Annals of Operations Research, Springer, vol. 212(1), pages 43-59, January.
    11. Masaaki Fujii & Akihiko Takahashi, 2014. "Optimal Hedging for Fund & Insurance Managers with Partially Observable Investment Flows," CIRJE F-Series CIRJE-F-914, CIRJE, Faculty of Economics, University of Tokyo.
    12. Dang, D.M. & Forsyth, P.A., 2016. "Better than pre-commitment mean-variance portfolio allocation strategies: A semi-self-financing Hamilton–Jacobi–Bellman equation approach," European Journal of Operational Research, Elsevier, vol. 250(3), pages 827-841.
    13. Li, Zhongfei & Zeng, Yan & Lai, Yongzeng, 2012. "Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model," Insurance: Mathematics and Economics, Elsevier, vol. 51(1), pages 191-203.
    14. Zeng, Yan & Li, Zhongfei, 2011. "Optimal time-consistent investment and reinsurance policies for mean-variance insurers," Insurance: Mathematics and Economics, Elsevier, vol. 49(1), pages 145-154, July.
    15. Chen, Lv & Shen, Yang, 2019. "Stochastic Stackelberg differential reinsurance games under time-inconsistent mean–variance framework," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 120-137.
    16. Masaaki Fujii & Akihiko Takahashi, 2014. "Optimal Hedging for Fund & Insurance Managers with Partially Observable Investment Flows," CARF F-Series CARF-F-348, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    17. Xue, Xiaole & Wei, Pengyu & Weng, Chengguo, 2019. "Derivatives trading for insurers," Insurance: Mathematics and Economics, Elsevier, vol. 84(C), pages 40-53.
    18. Chen, Lv & Qian, Linyi & Shen, Yang & Wang, Wei, 2016. "Constrained investment–reinsurance optimization with regime switching under variance premium principle," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 253-267.
    19. Katia Colaneri & Alessandra Cretarola & Benedetta Salterini, 2025. "Optimal investment and reinsurance under exponential forward preferences," Mathematics and Financial Economics, Springer, volume 19, number 1, December.
    20. Masaaki Fujii & Akihiko Takahashi, 2014. "Optimal Hedging for Fund & Insurance Managers with Partially Observable Investment Flows," Papers 1401.2314, arXiv.org, revised Jul 2014.
    21. Yingxu Tian & Zhongyang Sun, 2018. "Mean-Variance Portfolio Selection in a Jump-Diffusion Financial Market with Common Shock Dependence," JRFM, MDPI, vol. 11(2), pages 1-12, May.
    22. Li, Danping & Rong, Ximin & Zhao, Hui, 2015. "Time-consistent reinsurance–investment strategy for a mean–variance insurer under stochastic interest rate model and inflation risk," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 28-44.

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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 (3) 2010-06-04 2020-08-17 2022-01-03
  2. NEP-IAS: Insurance Economics (3) 2010-06-04 2020-08-17 2022-01-03
  3. NEP-CWA: Central and Western Asia (1) 2022-01-03
  4. NEP-HEA: Health Economics (1) 2022-01-03
  5. NEP-RMG: Risk Management (1) 2022-01-03

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