Mogens Steffensen
Head of Department
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- Published
Individual life insurance during epidemics
Francis, L. & Steffensen, Mogens, 2024, In: Annals of Actuarial Science. 18, p. 152–175Research output: Contribution to journal › Journal article › Research › peer-review
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Intervention Options in Life Insurance
Steffensen, Mogens, 2002, In: Insurance: Mathematics and Economics. 31, 1, p. 71-85Research output: Contribution to journal › Journal article › Research › peer-review
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Life Insurance Demand Under Health Shock Risk
Hambel, C., Kraft, H., Schendel, L. S. & Steffensen, Mogens, 2017, In: Journal of Risk and Insurance. 84, 4, p. 1171–1202 32 p.Research output: Contribution to journal › Journal article › Research › peer-review
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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
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Markov chain modeling of policyholder behavior in life insurance and pension
Henriksen, L. F. B., Nielsen, J. W., Steffensen, Mogens & Svensson, C., 2014, In: European Actuarial Journal. 4, 1, p. 1-29Research output: Contribution to journal › Journal article › Research › peer-review
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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
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On Merton's Problem for Life Insurers
Steffensen, Mogens, 2004, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 34, 1, p. 5-25Research 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
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On Smoothing and Habit Formation of Variable Life Annuity Benefits
Steffensen, Mogens & Vikkelsøe, S. H., 2024, In: Journal of Risk and Financial Management. 17, 2, 27 p., 75.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 3767
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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
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Personal non-life insurance decisions and the welfare loss from flat deductibles
Research output: Contribution to journal › Journal article › Research › peer-review
Published