Professor
University of Copenhagen
Biographical Sketch: Mogens Steffensen is professor in life insurance mathematics at the University of Copenhagen. He has contributed to the development of market-based valuation tools in insurance, e.g. in the monograph 'Market-Valuation Methods in Life and Pension Insurance', published by Cambridge University Press. His research also covers various decision making problems, and he is recently mainly interested in mixing classical consumption-investment problems with insurance decision making. He has supervised more than 60 masters in actuarial science to the Danish insurance industry and collaborates intensively with the industry in research projects through co-supervision of industrial PhDs and software development projects. He is member of the Accounting Committee under the Danish Actuarial Association, member of the life committee under IAA, member of the ASTIN Bulletin Management Board, editor of Scandinavian Actuarial Journal and editor-in-chief of Risks.