Mogens Steffensen
Head of Department
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- 2022
- Published
Special Issue “Risks : Feature Papers 2021”
Steffensen, Mogens, 2022, In: Risks. 10, 3, 2 p., 64.Research output: Contribution to journal › Editorial › Research › peer-review
- 2021
- Published
On retirement time decision making
Chen, A., Hentschel, F. & Steffensen, Mogens, 2021, In: Insurance: Mathematics and Economics. 100, p. 107-129 23 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
A note on P- vs. Q-expected loss portfolio constraints
Gu, J. W., Steffensen, Mogens & Zheng, H., 2021, In: Quantitative Finance. 21, 2, p. 263-270Research output: Contribution to journal › Journal article › Research › peer-review
- Published
How sub-optimal are age-based life-cycle investment products?
Khemka, G., Steffensen, Mogens & Warren, G. J., Jan 2021, In: International Review of Financial Analysis. 73, 15 p., 101619.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
An intrinsic value approach to valuation with forward–backward loops in dividend paying stocks
Nyegaard, A. K., Ott, J. R. & Steffensen, Mogens, 2021, In: Mathematics. 9, 13, 23 p., 1520.Research output: Contribution to journal › Journal article › Research › peer-review
- 2020
- 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
- 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
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
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
Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems
Kryger, E., Nordfang, M. B. & Steffensen, Mogens, 1 Jun 2020, In: Mathematical Methods of Operations Research. 91, 3, p. 405-438Research output: Contribution to journal › Journal article › Research › peer-review
ID: 3767
Most downloads
-
226
downloads
Portfolio Optimization and Mortgage Choice
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
213
downloads
Matrix representations of life insurance payments
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
207
downloads
Personal non-life insurance decisions and the welfare loss from flat deductibles
Research output: Contribution to journal › Journal article › Research › peer-review
Published