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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 2018Show all

1 paper · 1 filter

math.PR2018

Forward transition rates

K. Buchardt, C. Furrer, M. Steffensen

The idea of forward rates stems from interest rate theory. It has natural connotations to transition rates in multi-state models. The generalization from the forward mortality rate…

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