Concepedia

Anders Grosen

AG

Statistics

Publications

8

Citations

892

H-Index

8

Active since

1997

Affiliations

Aarhus University(Current)

Aarhus Business College

Anders Grosen is an author at Aarhus University specializing in insurance, finance, and business.

Top concepts

FinanceInsuranceBusinessEconomicsRisk ManagementManagementFinancial Risk ManagementAsset PricingFinancial RiskEconomic Analysis

Publications per year

1997–2002

8

Publications

8

Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies

Anders Grosen, Peter Løchte Jørgensen · Insurance Mathematics and Economics · 2000 · 400 citations

Economics, Financial Risk Management, Risk Management +9

Life Insurance Liabilities at Market Value: An Analysis of Insolvency Risk, Bonus Policy, and Regulatory Intervention Rules in a Barrier Option Framework

Anders Grosen, Peter Løchte Jørgensen · Journal of Risk & Insurance · 2002 · 227 citations

Financial Risk Management, Financial Protection, Life Insurance Companies +23

A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities

Bjarke Jensen, Peter Løchte Jørgensen, Anders Grosen · The Geneva Risk and Insurance Review · 2001 · 87 citations

Liability (Financial Accounting), Whole Life Cost, Risk Management +6

Fair Valuation of Life Insurance Liabilities: The Impact of Interest Rate Guarantees, Surrender Options, and Bonus Policies

Anders Grosen, Peter Løchte Jørgensen · SSRN Electronic Journal · 1999 · 85 citations · Full text

Economics, Financial Risk Management, Risk Management +9

Life Insurance Liabilities at Market Values: An Analysis of Insolvency Risk, Bonus Policy, and Regulatory Intervention Rules in a Barrier Option Framework

Anders Grosen, Peter Løchte Jørgensen · SSRN Electronic Journal · 2000 · 44 citations · Full text

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