Łukasz Delong
- Finance top 2%
- Stochastic processes and financial applications 26
- Financial Risk and Volatility Modeling 6
- Demography top 1%
- Insurance, Mortality, Demography, Risk Management 29
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- Probability and Risk Models 13
- Risk and Portfolio Optimization 6
- Economics and Econometrics top 5%
- Insurance and Financial Risk Management 17
- Modeling and Simulation top 10%
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- Bayesian Methods and Mixture Models 4
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- Statistical Methods and Inference 4
- Co-authors
- Russell GerrardPeter ImkellerMario V. WüthrichClaudia KlüppelbergAn ChenMathias LindholmJan DhaeneSteven Haberman
- Journals
- Stochastic Processes and their Applications (1 paper)Insurance Mathematics and Economics (6 papers)The Annals of Applied Probability (2 papers)
- Partner nations
- PolandSwitzerlandSweden
In The Last Decade
Łukasz Delong
45 papers receiving 561 citations
Peers
Comparison fields: 5 of 51
- Finance 390
- Demography 317
- Management Science and Operations Research 172
- Economics and Econometrics 214
- Modeling and Simulation 29
Countries citing papers authored by Łukasz Delong
This map shows the geographic impact of Łukasz Delong's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Łukasz Delong with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Łukasz Delong more than expected).
Fields of papers citing papers by Łukasz Delong
This network shows the impact of papers produced by Łukasz Delong. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Łukasz Delong. The network helps show where Łukasz Delong may publish in the future.
Co-authorship network
The 9 scholars most cited alongside Łukasz Delong, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2023 | 12 | |
| 2 | 2023 | 0 | |
| 3 | 2021 | 1 | |
| 4 | 2021 | 14 | |
| 5 | 2021 | 9 | |
| 6 | 2021 | 3 | |
| 7 | 2021 | 13 | |
| 8 | 2020 | 1 | |
| 9 | 2020 | 10 | |
| 10 | Time-inconsistent stochastic optimal control problems in insurance and finance | 2018 | 1 |
| 11 | 2015 | 1 | |
| 12 | 2013 | 49 | |
| 13 | 2012 | 12 | |
| 14 | Practical and Theoretical Aspects of Market-Consistent Valuation and Hedging of Insurance Liabilities | 2011 | 2 |
| 15 | Applications of time-delayed backward stochastic differential equations to pricing, hedging and management of insurance and financial risks | 2010 | 3 |
| 16 | BSDEs with time-delayed generators of a moving average type with applications to pricing and utilities | 2010 | 1 |
| 17 | Applications of time-delayed backward stochastic differential equations to pricing, hedging and management of financial and insurance risks | 2010 | 4 |
| 18 | 2010 | 33 | |
| 19 | 2010 | 44 | |
| 20 | 2005 | 2 |
About Łukasz Delong
Łukasz Delong is a scholar working on Finance, Demography and Management Science and Operations Research, having authored 47 papers that have together received 590 indexed citations. Recurring topics across this work include Insurance, Mortality, Demography, Risk Management (29 papers), Stochastic processes and financial applications (26 papers), Insurance and Financial Risk Management (17 papers), Probability and Risk Models (13 papers), Financial Risk and Volatility Modeling (6 papers), Risk and Portfolio Optimization (6 papers), Bayesian Methods and Mixture Models (4 papers) and Statistical Methods and Inference (4 papers). The work is most often cited by research in Finance (390 citations), Demography (317 citations) and Management Science and Operations Research (172 citations). Łukasz Delong has collaborated with scholars based in Poland, Switzerland and Sweden. Frequent co-authors include Russell Gerrard, Peter Imkeller, Mario V. Wüthrich, Claudia Klüppelberg, An Chen, Mathias Lindholm, Jan Dhaene, Steven Haberman and Antoon Pelsser. Their work appears in journals such as Stochastic Processes and their Applications, Insurance Mathematics and Economics and The Annals of Applied Probability.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.