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Lukasz Delong
ORCID
Publication Activity (10 Years)
Years Active: 2007-2022
Publications (10 Years): 2
Top Topics
Pareto Optimal
Neural Network
Risk Aversion
Risk Management
Top Venues
J. Comput. Appl. Math.
Math. Methods Oper. Res.
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Publications
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Karim Barigou
,
Lukasz Delong
Pricing equity-linked life insurance contracts with multiple risk factors by neural networks.
J. Comput. Appl. Math.
404 (2022)
Lukasz Delong
Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient.
Math. Methods Oper. Res.
89 (1) (2019)
Lukasz Delong
,
Russell Gerrard
Mean-variance portfolio selection for a non-life insurance company.
Math. Methods Oper. Res.
66 (2) (2007)