Mogens Steffensen

Mogens Steffensen holds key positions at the University of Copenhagen's Faculty of Science:

• Head of the Department of Mathematical Sciences (since 2023)
• Professor of Life Insurance Mathematics (permanently since 2012, initially appointed 2008)
• Editor of the Scandinavian Actuarial Journal (since 2006)
• Associate Editor of Insurance: Mathematics and Economics (since 2013)

His research spans core areas in quantitative finance and insurance:

• Actuarial mathematics with emphasis on life insurance and pension systems
• Financial mathematics including stochastic portfolio optimization
• Applications of Markov processes and jump-diffusion models in risk management

Recent publications (2024-2025) demonstrate interdisciplinary innovation across actuarial science and financial engineering, addressing challenges like epidemic impacts on insurance, fairness in risk classification, and optimal reinsurance design. These works consistently employ advanced mathematical techniques including stochastic control theory and smoothing methods to solve real-world problems in pension planning and market valuation.

Scientific Awards:

• No specific awards were mentioned in the provided text.

Advising and Grants:

The available documentation does not specify student supervisees or research grants. As department head and active researcher, Professor Steffensen undoubtedly oversees academic mentoring and secures funding, but concrete details remain unreported in the source materials.