Alexander Sevel Lollike

University of Copenhagen

Nørregade 10

Copenhagen, København DK-1165

Denmark

University of Copenhagen

Nørregade 10

Copenhagen, København DK-1165

Denmark

  • University of Copenhagen

  • University of Copenhagen

SCHOLARLY PAPERS

4

DOWNLOADS

319

SSRN CITATIONS

3

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 198 (236,222)
Citation 1

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

2.

Efficient Projections

Number of pages: 41 Posted: 18 Nov 2021
Ida E. Andersen and Alexander Sevel Lollike
Edlund A/S and University of Copenhagen
Downloads 64 (523,797)

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With-Profit Insurance, Multi State Life Insurance, Lumping, Projections

3.

Polynomial Utility

Number of pages: 30 Posted: 05 Jan 2022
Alexander Sevel Lollike and Mogens Steffensen
University of Copenhagen and University of Copenhagen
Downloads 41 (635,845)

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Dynamic programming, Optimal Asset Allocation, Expected Utility Theory, Polynomial Expansions

4.

Moment closure for FV-processes using moment-generating functions

Number of pages: 39 Posted: 05 Jan 2022
Alexander Sevel Lollike
University of Copenhagen
Downloads 16 (813,792)

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Projection; Infinite PDEs; Polynomial dynamics; Moment truncation