Kenneth Bruhn

Edlund A/S

La Cours Vej 7

Frederiksberg, DK-2000

Denmark

SCHOLARLY PAPERS

4

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381

SSRN CITATIONS

6

CROSSREF CITATIONS

1

Scholarly Papers (4)

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1.

Retrospective Reserves and Bonus

Scandinavian Actuarial Journal, DOI: 10.1080/03461238.2020.1809509
Number of pages: 38 Posted: 15 Apr 2020 Last Revised: 31 Jan 2022
Kenneth Bruhn and Alexander Sevel Lollike
Edlund A/S and University of Copenhagen
Downloads 197 (236,583)
Citation 1

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Bonus, Retrospective Reserves, FMA, Dividends, With-profit Insurance

2.

Household Consumption, Investment and Life Insurance

Number of pages: 19 Posted: 12 Apr 2010
Kenneth Bruhn and Mogens Steffensen
Edlund A/S and University of Copenhagen
Downloads 184 (251,293)
Citation 3

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Personal finance, Household finance, Multi-state model, Stochastic control, Power utility

3.

Optimal Smooth Consumption and Annuity Design

Journal of Banking and Finance, Vol. 37, No. 8, 2013
Posted: 09 Dec 2012 Last Revised: 21 Mar 2014
Kenneth Bruhn and Mogens Steffensen
Edlund A/S and University of Copenhagen

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stochastic control, quadratic optimization, linear regulation, consumption smoothing, formula based smoothed investment-linked annuities

4.

Consumption, Investment and Life Insurance Under Different Tax-Regimes

Forthcoming in Annals of Actuarial, Cambridge University Press
Posted: 01 Jul 2011 Last Revised: 01 Oct 2012
Kenneth Bruhn
Edlund A/S

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Personal Finance, Stochastic Control, Power Utility, Linear Taxation