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researcher

Mogens Steffensen

2 papers here

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

author position
  • last author2

Across the 2 of 2 papers where every author was matched, so the position is known.

fields
  • math.OC1
  • q-fin.MF1
ORCID 0000-0003-2753-5374
same name
  • Mogens Steffensen — 5 papers, h 22

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedStable Dividends under Linear-Quadratic Optimization

5 citations · 6 across the 2 of their papers we have counts for

collaborators
Showing q-fin.MFShow 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.