Peter Løchte Jørgensen

1.4k total citations
37 papers, 928 citations indexed

About

Peter Løchte Jørgensen is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Peter Løchte Jørgensen has authored 37 papers receiving a total of 928 indexed citations (citations by other indexed papers that have themselves been cited), including 29 papers in Finance, 24 papers in Economics and Econometrics and 18 papers in Demography. Recurrent topics in Peter Løchte Jørgensen's work include Stochastic processes and financial applications (22 papers), Insurance and Financial Risk Management (19 papers) and Insurance, Mortality, Demography, Risk Management (18 papers). Peter Løchte Jørgensen is often cited by papers focused on Stochastic processes and financial applications (22 papers), Insurance and Financial Risk Management (19 papers) and Insurance, Mortality, Demography, Risk Management (18 papers). Peter Løchte Jørgensen collaborates with scholars based in Denmark, Germany and Bulgaria. Peter Løchte Jørgensen's co-authors include Anders Grosen, Montserrat Guillén, Bjarke Jensen, Jens Perch Nielsen, Nadine Gatzert and Alexander Bohnert and has published in prestigious journals such as Management Science, Journal of Banking & Finance and European Finance Review.

In The Last Decade

Peter Løchte Jørgensen

34 papers receiving 830 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Peter Løchte Jørgensen Denmark 14 645 633 566 178 162 37 928
Mogens Steffensen Denmark 19 489 0.8× 512 0.8× 512 0.9× 299 1.7× 237 1.5× 95 888
Anna Rita Bacinello Italy 14 778 1.2× 554 0.9× 587 1.0× 206 1.2× 105 0.6× 33 891
Claus Munk Denmark 16 273 0.4× 606 1.0× 701 1.2× 145 0.8× 365 2.3× 58 1.0k
Jochen Ruß Germany 14 806 1.2× 570 0.9× 395 0.7× 175 1.0× 222 1.4× 48 956
Mei Choi Chiu Hong Kong 15 290 0.4× 278 0.4× 453 0.8× 249 1.4× 52 0.3× 29 629
David F. Babbel United States 16 312 0.5× 560 0.9× 344 0.6× 57 0.3× 276 1.7× 53 767
Kristian R. Miltersen Denmark 10 219 0.3× 414 0.7× 644 1.1× 62 0.3× 75 0.5× 17 773
Juan Pablo Rincón‐Zapatero Spain 14 239 0.4× 317 0.5× 236 0.4× 120 0.7× 184 1.1× 36 527
Julien Hugonnier Switzerland 16 56 0.1× 521 0.8× 754 1.3× 95 0.5× 301 1.9× 48 953
Hyeng Keun Koo South Korea 12 117 0.2× 400 0.6× 438 0.8× 87 0.5× 226 1.4× 57 652

Countries citing papers authored by Peter Løchte Jørgensen

Since Specialization
Citations

This map shows the geographic impact of Peter Løchte Jørgensen'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 Peter Løchte Jørgensen with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter Løchte Jørgensen more than expected).

Fields of papers citing papers by Peter Løchte Jørgensen

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Peter Løchte Jørgensen. 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 Peter Løchte Jørgensen. The network helps show where Peter Løchte Jørgensen may publish in the future.

Co-authorship network of co-authors of Peter Løchte Jørgensen

This figure shows the co-authorship network connecting the top 25 collaborators of Peter Løchte Jørgensen. A scholar is included among the top collaborators of Peter Løchte Jørgensen 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 Peter Løchte Jørgensen. Peter Løchte Jørgensen is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
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. 97. 219–237. 11 indexed citations
2.
Jørgensen, Peter Løchte. (2017). An Analysis of the Solvency II Regulatory Framework's Smith-Wilson Model for the Term Structure of Risk-Free Interest Rates. SSRN Electronic Journal. 1 indexed citations
3.
Bohnert, Alexander, Nadine Gatzert, & Peter Løchte Jørgensen. (2014). On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes. Insurance Mathematics and Economics. 60. 83–97. 21 indexed citations
4.
Jørgensen, Peter Løchte. (2012). Life Insurance Contracts with Embedded Options: Valuation, Risk Management, and Regulation. SSRN Electronic Journal.
5.
Jørgensen, Peter Løchte. (2012). On Accounting Standards and Fair Valuation of Life Insurance and Pension Liabilities. SSRN Electronic Journal. 2 indexed citations
6.
Jørgensen, Peter Løchte, et al.. (2012). Optimal Investment in Structured Bonds. The Journal of Derivatives. 3116888131–3116888131.
7.
Jørgensen, Peter Løchte, et al.. (2012). Optimal Investment in Structured Bonds. The Journal of Derivatives. 19(4). 7–28. 7 indexed citations
8.
Jørgensen, Peter Løchte, et al.. (2011). Overpricing and Hidden Costs of Structured Products for Retail Investors: Evidence from the Danish Market for Principal Protected Notes. SSRN Electronic Journal. 10 indexed citations
9.
Jørgensen, Peter Løchte, et al.. (2007). The Valuation of Callable Bonds with Floored CMS-spread Coupons. SSRN Electronic Journal. 4 indexed citations
10.
Jørgensen, Peter Løchte. (2007). Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs. European Journal of Finance. 13(7). 595–619. 7 indexed citations
11.
Jørgensen, Peter Løchte. (2006). Traffic Light Options. SSRN Electronic Journal. 1 indexed citations
12.
Guillén, Montserrat, Peter Løchte Jørgensen, & Jens Perch Nielsen. (2005). Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims. Insurance Mathematics and Economics. 38(2). 229–252. 51 indexed citations
13.
Jørgensen, Peter Løchte. (2004). On accounting standards and fair valuation of life insurance and pension liabilities. Scandinavian Actuarial Journal. 2004(5). 372–394. 40 indexed citations
14.
Guillén, Montserrat, et al.. (2004). Return Smoothing Mechanisms in Life and Pension Insurance: Path-Dependent Contingent Claims. SSRN Electronic Journal. 15 indexed citations
15.
Jørgensen, Peter Løchte, et al.. (2003). The Value and Incentives of Option-based Compensation in Danish Listed Companies. SSRN Electronic Journal. 5 indexed citations
16.
Grosen, Anders & Peter Løchte Jørgensen. (2002). The bonus-crediting mechanism of Danish pension and life insurance companies: an empirical analysis. Journal of Pensions Economics and Finance. 1(3). 249–268. 9 indexed citations
17.
Grosen, Anders & Peter Løchte Jørgensen. (2002). Life Insurance Liabilities at Market Value: An Analysis of Insolvency Risk, Bonus Policy, and Regulatory Intervention Rules in a Barrier Option Framework. Journal of Risk & Insurance. 69(1). 63–91. 158 indexed citations
18.
Jensen, Bjarke, Peter Løchte Jørgensen, & Anders Grosen. (2001). A Finite Difference Approach to the Valuation of Path-Dependent Life Insurance Liabilities. SSRN Electronic Journal. 2 indexed citations
19.
Grosen, Anders & Peter Løchte Jørgensen. (1997). Valuation of Early Exercisable Interest Rate Guarantees. Journal of Risk & Insurance. 64(3). 481–481. 13 indexed citations
20.
Jørgensen, Peter Løchte, et al.. (1996). Varighedsbaseret Prisfastsættelse af Optioner på Obligationer. 60.

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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