Mogens Steffensen
Head of Department
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-2753-5374
1 - 5 out of 5Page size: 10
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Safe-Side Scenarios for Financial and Biometrical Risk
Christiansen, M. & Steffensen, Mogens, 2013, In: ASTIN Bulletin: The Journal of the IAA. 43, 3, p. 323-357Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Optimal Smooth Consumption and Annuity Design
Bruhn, K. & Steffensen, Mogens, 2013, In: Journal of Banking & Finance. 37, 8, p. 2693-2701Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Deterministic mean-variance-optimal consumption and investment
Christiansen, M. & Steffensen, Mogens, 2013, In: Stochastics: An International Journal of Probability and Stochastic Processes . 85, 4, p. 620-636Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Consumption-Portfolio Optimization with Recursive Utility in Incomplete Markets
Kraft, H., Seifried, F. T. & Steffensen, Mogens, 2013, In: Finance and Stochastics. 17, p. 161-196Research output: Contribution to journal › Journal article › Research › peer-review
- Published
A Dynamic Programming Approach to Constrained Portfolios
Kraft, H. & Steffensen, Mogens, 2013, In: European Journal of Operational Research. 229, 2, p. 453-461Research output: Contribution to journal › Journal article › Research › peer-review
ID: 3767
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Portfolio Optimization and Mortgage Choice
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213
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Matrix representations of life insurance payments
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207
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Personal non-life insurance decisions and the welfare loss from flat deductibles
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