Mogens Steffensen
Head of Department
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- 2017
- Published
Portfolio Optimization and Mortgage Choice
Nordfang, M. & Steffensen, Mogens, Mar 2017, In: Journal of Risk and Financial Management. 10, 1, 21 p., 1.Research output: Contribution to journal › Journal article › Research › peer-review
- 2018
- Published
Around the Life Cycle: Deterministic Consumption-Investment Strategies
Christiansen, M. C. & Steffensen, Mogens, 2018, In: North American Actuarial Journal. 22, 3, p. 491-507 17 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Optimal dividend strategies of two collaborating businesses in the diffusion approximation model
Gu, J. W., Steffensen, Mogens & Zheng, H., 1 May 2018, In: Mathematics of Operations Research. 43, 2, p. 377-398 22 p.Research output: Contribution to journal › Journal article › Research › peer-review
- 2019
- Published
Forward transition rates
Buchardt, K., Furrer, Christian & Steffensen, Mogens, 2019, In: Finance and Stochastics. 23, 4, p. 975-999 25 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Personal non-life insurance decisions and the welfare loss from flat deductibles
Steffensen, Mogens & Thøgersen, J., 2019, In: ASTIN Bulletin. 49, 1, p. 85-116 32 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Ragnar Norberg (1945–2017): an actuary of a unique kind
Steffensen, Mogens, 2019, In: Scandinavian Actuarial Journal. 2019, 8, p. 637-641Research output: Contribution to journal › Journal article › Research
- 2020
- Published
Eliciting risk preferences and elasticity of substitution
Burgaard, J. & Steffensen, Mogens, 2020, In: Decision Analysis. 17, 4, p. 314-329Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Matrix representations of life insurance payments
Bladt, Mogens, Asmussen, S. & Steffensen, Mogens, 2020, In: European Actuarial Journal. 10, 1, p. 29-67Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Nonrecursive separation of risk and time preferences
Fahrenwaldt, M. A., Jensen, N. R. & Steffensen, Mogens, 2020, In: Journal of Mathematical Economics. 90, p. 95-108Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Risk and Insurance: A Graduate Text
Asmussen, S. & Steffensen, Mogens, 2020, Springer. 505 p. (Probability Theory and Stochastic Modelling).Research output: Book/Report › Book › Research › peer-review
ID: 3767
Most downloads
-
224
downloads
Portfolio Optimization and Mortgage Choice
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
210
downloads
Matrix representations of life insurance payments
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
204
downloads
Personal non-life insurance decisions and the welfare loss from flat deductibles
Research output: Contribution to journal › Journal article › Research › peer-review
Published