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researcher

Mogens Steffensen

9 papers hereh-index 221.2k citations117 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • last author9

Across the 9 of 9 papers where every author was matched, so the position is known.

fields
  • q-fin.MF3
  • math.OC2
  • math.PR2
  • econ.GN1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

activity
20142025
most citedStable Dividends under Linear-Quadratic Optimization

5 citations · 7 across the 8 of their papers we have counts for

collaborators
Showing 2014Show all

1 paper · 1 filter

q-fin.MF2014★ 1 cited

Reserve-Dependent Surrender

Kamille Sofie Tågholt Gad, Jeppe Juhl, Mogens Steffensen

We study the modelling and valuation of surrender and other behavioural options in life insurance and pension. We place ourselves in between the two extremes of completely arbitrar…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.