Łukasz Delong

1.0k total citations
47 papers, 590 citations indexed

About

Łukasz Delong is a scholar working on Demography, Finance and Economics and Econometrics. According to data from OpenAlex, Łukasz Delong has authored 47 papers receiving a total of 590 indexed citations (citations by other indexed papers that have themselves been cited), including 29 papers in Demography, 26 papers in Finance and 21 papers in Economics and Econometrics. Recurrent topics in Łukasz Delong's work include Insurance, Mortality, Demography, Risk Management (29 papers), Stochastic processes and financial applications (26 papers) and Insurance and Financial Risk Management (17 papers). Łukasz Delong is often cited by papers focused on Insurance, Mortality, Demography, Risk Management (29 papers), Stochastic processes and financial applications (26 papers) and Insurance and Financial Risk Management (17 papers). Łukasz Delong collaborates with scholars based in Poland, Switzerland and Sweden. Łukasz Delong's co-authors include Russell Gerrard, Peter Imkeller, Mario V. Wüthrich, Claudia Klüppelberg, An Chen, Mathias Lindholm, Jan Dhaene, Steven Haberman and Antoon Pelsser and has published in prestigious journals such as Stochastic Processes and their Applications, Insurance Mathematics and Economics and The Annals of Applied Probability.

In The Last Decade

Łukasz Delong

45 papers receiving 561 citations

Peers

Countries citing papers authored by Łukasz Delong

Since Specialization

Citations

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

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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 of co-authors of Łukasz Delong

This figure shows the co-authorship network connecting the top 25 collaborators of Łukasz Delong. A scholar is included among the top collaborators of Łukasz Delong based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Łukasz Delong. Łukasz Delong is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

#	Work	Indexed citations
1	The use of autoencoders for training neural networks with mixed categorical and numerical features 2023 ·Astin Bulletin ·Łukasz Delong, (unknown)	12
2	The Role of the Variance Function in Mean Estimation and Validation 2023 ·SSRN Electronic Journal ·Łukasz Delong, Mario V. Wüthrich	0
3	One-Year and Ultimate Reserve Risk in Mack Chain Ladder Model 2021 ·Risks ·(unknown), Łukasz Delong	1
4	Making Tweedie’s compound Poisson model more accessible 2021 ·European Actuarial Journal ·Łukasz Delong, Mathias Lindholm, Mario V. Wüthrich	14
5	Gamma Mixture Density Networks and their application to modelling insurance claim amounts 2021 ·Insurance Mathematics and Economics ·Łukasz Delong, Mathias Lindholm, Mario V. Wüthrich	9
6	The use of autoencoders for training neural networks with mixed categorical and numerical features 2021 ·SSRN Electronic Journal ·Łukasz Delong, (unknown)	3
7	Collective reserving using individual claims data 2021 ·Scandinavian Actuarial Journal ·Łukasz Delong, Mathias Lindholm, Mario V. Wüthrich	13
8	ONE-YEAR PREMIUM RISK AND EMERGENCE PATTERN OF ULTIMATE LOSS BASED ON CONDITIONAL DISTRIBUTION 2020 ·Astin Bulletin ·Łukasz Delong, (unknown)	1
9	Pricing equity-linked life insurance contracts with multiple risk\n factors by neural networks 2020 ·arXiv (Cornell University) ·(unknown), Łukasz Delong	10
10	Time-inconsistent stochastic optimal control problems in insurance and finance 2018 ·RePEc: Research Papers in Economics ·Łukasz Delong	1
11	Instantaneous Mean-Variance Hedging and Sharpe Ratio Pricing in a Regime-Switching Financial Model 2015 ·Stochastic Models ·Łukasz Delong, Antoon Pelsser	1
12	Backward stochastic differential equations with jumps and their actuarial and financial applications : BSDES with jumps 2013 ·CERN Document Server (European Organization for Nuclear Research) ·Łukasz Delong	49
13	Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance 2012 ·Applicationes Mathematicae ·Łukasz Delong	12
14	Practical and Theoretical Aspects of Market-Consistent Valuation and Hedging of Insurance Liabilities 2011 ·Bank i Kredyt ·Łukasz Delong	2
15	Applications of time-delayed backward stochastic differential equations to pricing, hedging and management of insurance and financial risks 2010 ·arXiv (Cornell University) ·Łukasz Delong	3
16	BSDEs with time-delayed generators of a moving average type with applications to pricing and utilities 2010 ·arXiv (Cornell University) ·Łukasz Delong	1
17	Applications of time-delayed backward stochastic differential equations to pricing, hedging and management of financial and insurance risks 2010 ·arXiv (Cornell University) ·Łukasz Delong	4
18	On Malliavin’s differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures 2010 ·Stochastic Processes and their Applications ·Łukasz Delong, Peter Imkeller	33
19	Backward stochastic differential equations with time delayed generators—results and counterexamples 2010 ·The Annals of Applied Probability ·Łukasz Delong, Peter Imkeller	44
20	Optimal investment strategy for a non-life insurance company: quadratic loss 2005 ·Applicationes Mathematicae ·Łukasz Delong	2

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.

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