Concepedia
Statistics
Publications
22
Citations
668
H-Index
16
Active since
2007
Affiliations
SGH Warsaw School of Economics(Current)
ETH Zurich
Stockholm University
Helmholtz-Institute Ulm
Universität Ulm
Łukasz Delong is an author at SGH Warsaw School of Economics specializing in business, financial economics, and insurance.
Publications per year
2007–2023
Backward stochastic differential equations with time delayed generators—results and counterexamples
Łukasz Delong, Peter Imkeller · The Annals of Applied Probability · 2010 · 92 citations · Full text
Engineering, Mathematics, Dynamical Systems +13
On Malliavin’s differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures
Łukasz Delong, Peter Imkeller · Stochastic Processes and their Applications · 2010 · 77 citations
Engineering, Mathematics, Physics +13
Mean-variance portfolio selection for a non-life insurance company
Łukasz Delong, Russell Gerrard · Mathematical Methods of Operations Research · 2007 · 71 citations
Business, Finance, Insurance +14
Optimal investment and consumption in a Black–Scholes market with Lévy-driven stochastic coefficients
Łukasz Delong, Claudia Klüppelberg · The Annals of Applied Probability · 2008 · 53 citations · Full text
Engineering, Economics, Finance +17
Mean–variance optimization problems for an accumulation phase in a defined benefit plan
Łukasz Delong, Russell Gerrard, Steven Haberman · Insurance Mathematics and Economics · 2007 · 44 citations
Business, Decision Sciences, Decision Theory +10
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