Mogens Steffensen
Head of Department
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- Published
Worst-Case-Optimal Dynamic Reinsurance for Large Claims
Korn, R., Menkens, O. & Steffensen, Mogens, 2012, In: European Actuarial Journal. 2, 1, p. 21-48Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Worst Case Portfolio Optimization and HJB-Systems.
Korn, R. & Steffensen, Mogens, 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-17.Research output: Working paper
- E-pub ahead of print
What is the value of the annuity market?
Steffensen, Mogens & Søe, Julie Bjørner, 2024, (E-pub ahead of print) In: Decisions in Economics and Finance. 26 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
What is the Time Value of a Stream of Investments?
Norberg, R. & Steffensen, Mogens, 2005, In: Journal of Applied Probability. 42, p. 861-866Research output: Contribution to journal › Journal article › Research › peer-review
- Published
The Policyholder's Static and Dynamic Decision Making of Life Insurance and Pension Payments
Steffensen, Mogens & Kraft, H., 2008, In: Blatter der Deutschen Gesellschaft fur Versicherungsmathematik. 29, 2, p. 211-244 33 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Sæt fokus på din udbetalingsprofil: en sammenligning af moderne pensionsprodukter med markedsrente
Linnemann, P., Bruhn, K. & Steffensen, Mogens, 2011, In: Finans/Invest. 6, p. 5-13Research output: Contribution to journal › Journal article › Communication
- Published
Surplus-linked Life insurance
Steffensen, Mogens, 2006, In: Scandinavian Actuarial Journal. 1, p. 1-22Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Surplus-linked Life Insurance
Steffensen, Mogens, 2004, Afdeling for Anvendt Matematik og Statistik: <Forlag uden navn>, p. 1-20.Research output: Working paper
- Published
Stress scenario generation for solvency and risk management
Christiansen, M. C., Henriksen, L. F. B., Schomacker, K. J. & Steffensen, Mogens, 2 Jul 2016, In: Scandinavian Actuarial Journal. 2016, 6, p. 502-529 28 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Stable dividends under linear-quadratic optimisation
Avanzi, B., Falden, Debbie Kusch & Steffensen, Mogens, 2023, In: Quantitative Finance. 23, 9, p. 1199-1215 17 p.Research 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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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