Mogens Steffensen
Head of Department
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- Published
Bankruptcy, Counterparty Risk, and Contagion
Steffensen, Mogens & Kraft, H., 2007, In: Review of Finance. 11, p. 209-252 43 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Bankruptcy, Counterparty Risk, and Contagion
Steffensen, Mogens & Kraft, H., 2006.Research output: Working paper
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Asset Allocation with Contagion and Explicit Bankruptcy Procedures
Steffensen, Mogens & Kraft, H., 2009, In: Journal of Mathematical Economics. 45, 1-2, p. 147-167 21 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Around the Life Cycle: Deterministic Consumption-Investment Strategies
Christiansen, M. C. & Steffensen, Mogens, 2018, In: North American Actuarial Journal. 22, 3, p. 491-507 17 p.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
- Published
An ABC of Portfolio Choice: Asset Allocation with Bankruptcy and Contagion
Steffensen, Mogens & Kraft, H., 2006.Research output: Working paper
- 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
A no arbitrage approach to Thiele's differential equation
Steffensen, Mogens, 1998, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 20.Research output: Working paper
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A no arbitrage approach to Thiele's differential equation
Steffensen, Mogens, 2000, In: Insurance: Mathematics and Economics. 27, p. 201-214Research output: Contribution to journal › Journal article › Research › peer-review
- Published
A comparison of modern investment-linked pension savings products
Linneman, P., Bruhn, K. & Steffensen, Mogens, 2015, In: Annals of Actuarial Science. 9, 1, p. 72-84Research output: Contribution to journal › Journal article › Research › peer-review
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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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