Mogens Steffensen
Head of Department
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- Published
Personal finance and life insurance under separation of risk aversion and elasticity of substitution
Jensen, N. R. & Steffensen, Mogens, 2015, In: Insurance: Mathematics and Economics. 62, p. 28–41Research output: Contribution to journal › Journal article › Research › peer-review
- Published
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
- Published
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
- 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
- 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
Reserve-dependent surrender rates
Gad, K. S. T., Juhl, J. & Steffensen, Mogens, Dec 2015, In: European Actuarial Journal. 5, 2, p. 283-308Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- 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
Equilibrium investment with random risk aversion
Desmettre, S. & Steffensen, Mogens, 2023, In: Mathematical Finance. 33, 3, p. 946-975 30 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Continuing Risks
Constantinescu, C., Guillen, M. & Steffensen, Mogens, 2023, In: Risks. 11, 1, 2 p., 10.Research output: Contribution to journal › Editorial › 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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212
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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