Mogens Steffensen
Head of Department
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- Published
Market-Valuation Methods in Life and Pension Insurance
Steffensen, Mogens & Møller, T., 2007, Cambridge University Press. 280 p.Research output: Book/Report › Book › Research › peer-review
- Published
Optimal Consumption and Insurance: A Continuous-Time Markov Chain Approach
Steffensen, Mogens & Kraft, H., 2008, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 28, 1, p. 231-257 26 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
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Bankruptcy, Counterparty Risk, and Contagion
Steffensen, Mogens & Kraft, H., 2006.Research output: Working paper
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An ABC of Portfolio Choice: Asset Allocation with Bankruptcy and Contagion
Steffensen, Mogens & Kraft, H., 2006.Research output: Working paper
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CDOs in Chains
Steffensen, Mogens, 2007, In: Wilmott. 29Research output: Contribution to journal › Journal article › Research
- Published
A Two-Account Model for Pension Saving Contracts
Steffensen, Mogens & Waldstrøm, S., 2009, In: Scandinavian Actuarial Journal. 2009, 3, p. 169-186 18 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
On Merton's problem for life insurers
Steffensen, Mogens, 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-18.Research output: Working paper
- Published
A Two-Account Model of Pension Saving Contracts.
Steffensen, Mogens & Waldstrøm, S., 2006, Laboratory of Actuarial Mathematics / Copenhagen University, p. 1-16.Research output: Working paper
ID: 3767
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225
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Portfolio Optimization and Mortgage Choice
Research output: Contribution to journal › Journal article › Research › peer-review
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211
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Matrix representations of life insurance payments
Research output: Contribution to journal › Journal article › Research › peer-review
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206
downloads
Personal non-life insurance decisions and the welfare loss from flat deductibles
Research output: Contribution to journal › Journal article › Research › peer-review
Published