| Backward stochastic differential equations with jumps and their actuarial and financial applications Ł Delong Springer, 2013 | 245 | 2013 |
| Backward stochastic differential equations with time delayed generators—results and counterexamples Ł Delong, P Imkeller | 105 | 2010 |
| On Malliavin’s differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures Ł Delong, P Imkeller Stochastic Processes and their Applications 120 (9), 1748-1775, 2010 | 99 | 2010 |
| Mean-variance portfolio selection for a non-life insurance company Ł Delong, R Gerrard Mathematical Methods of Operations Research 66, 339-367, 2007 | 69 | 2007 |
| Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management L Delong arXiv preprint arXiv:1005.4417, 2010 | 59 | 2010 |
| Optimal investment and consumption in a Black–Scholes market with Lévy-driven stochastic coefficients Ł Delong, C Klüppelberg | 59 | 2008 |
| Mean–variance optimization problems for an accumulation phase in a defined benefit plan Ł Delong, R Gerrard, S Haberman Insurance: Mathematics and Economics 42 (1), 107-118, 2008 | 54 | 2008 |
| Collective reserving using individual claims data Ł Delong, M Lindholm, MV Wüthrich Scandinavian Actuarial Journal 2022 (1), 1-28, 2022 | 40 | 2022 |
| Pricing and hedging of variable annuities with state-dependent fees Ł Delong Insurance: Mathematics and Economics 58, 24-33, 2014 | 35 | 2014 |
| Fair valuation of insurance liability cash-flow streams in continuous time: Theory Ł Delong, J Dhaene, K Barigou Insurance: Mathematics and Economics 88, 196-208, 2019 | 30 | 2019 |
| Fair valuation of insurance liability cash-flow streams in continuous time: Applications Ł Delong, J Dhaene, K Barigou ASTIN Bulletin: The Journal of the IAA 49 (2), 299-333, 2019 | 29 | 2019 |
| Making Tweedie’s compound Poisson model more accessible Ł Delong, M Lindholm, MV Wüthrich European Actuarial Journal 11 (1), 185-226, 2021 | 26 | 2021 |
| Optimal investment for a defined-contribution pension scheme under a regime switching model A Chen, Ł Delong ASTIN Bulletin: The Journal of the IAA 45 (2), 397-419, 2015 | 25 | 2015 |
| No-good-deal, local mean-variance and ambiguity risk pricing and hedging for an insurance payment process Ł Delong ASTIN Bulletin: The Journal of the IAA 42 (1), 203-232, 2012 | 19 | 2012 |
| Neural networks for the joint development of individual payments and claim incurred Ł Delong, MV Wüthrich Risks 8 (2), 33, 2020 | 18 | 2020 |
| Pricing equity-linked life insurance contracts with multiple risk factors by neural networks K Barigou, Ł Delong Journal of Computational and Applied Mathematics 404, 113922, 2022 | 17 | 2022 |
| Gamma mixture density networks and their application to modelling insurance claim amounts Ł Delong, M Lindholm, MV Wüthrich Insurance: Mathematics and Economics 101, 240-261, 2021 | 17 | 2021 |
| BSDEs with time-delayed generators of a moving average type with applications to non-monotone preferences Ł Delong Stochastic models 28 (2), 281-315, 2012 | 17 | 2012 |
| Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process Ł Delong Scandinavian Actuarial Journal 2009 (1), 1-26, 2009 | 17 | 2009 |
| Optimal investment strategy for a non-life insurance company: quadratic loss L Delong Applicationes Mathematicae 32 (3), 263, 2005 | 17 | 2005 |
