Persson, Svein-Arne

Svein-Arne Persson

E-mail:

Svein-Arne.Persson@nhh.no

Svein-Arne Persson

Telephone:

+47 55 95 95 47

Fax:

+47 55 95 96 50

Title:

Professor, Dr. oecon., NHH 1994

Date of birth:

31.12.1964

Nationality:

Norwegian

Teaching languages:

Norwegian, English

 

 

Teaching areas:

 Finance
Economics of Insurance

 

  

 

 

Research:

Present:

 Valuation of multi-period interest rate guarantees
Security design
Debt allocation
Unit-linked life insurance 

 

 

Selected publications:

 

  • Guaranteed Investment Contracts: Distributed and Undistributed Excess Return, Scandinavian Actuarial Journal, no. 4, 2003, 257-279. (with Kristian R. Miltersen).

  • New Econ for Life Actuaries, ASTIN Bulletin, vol. 33, no. 2, 2003, pp. 117-122 (with Knut K. Aase).

  • Optimal Hedging of Contingent Exposure: The Importance of a Risk Premium, Journal of Futures Markets, vol. 20, no. 9, October 2000, pp. 823-41 (with Tørres Trovik).

  • Pricing Rate of Return Guarantees in a Heath-Jarrow-Morton Framework, Insurance: Mathematics and Economics, vol. 25, no. 3, December 1999, pp. 307-25 (with Kristian R. Miltersen).

  • Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products, Journal of Risk and Insurance, vol. 64, no. 4, December 1997, pp. 599-617 (with Knut K. Aase).

  • Exotic Unit-Linked Life Insurance Contracts, Geneva Papers on Risk and Insurance Theory, vol. 21, no. 1, June 1996, pp. 35-63 (with Steinar Ekern).