Mogens Steffensen
Head of Department
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-2753-5374
1 - 5 out of 5Page size: 25
- 2007
- 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
CDOs in Chains
Steffensen, Mogens, 2007, In: Wilmott. 29Research output: Contribution to journal › Journal article › Research
- Published
Differential Equations in Finance and Life Insurance
Steffensen, Mogens, 2007, Stochastic Economic Dynamics. Jensej, B. S. & Palokangas, T. (eds.). Copenhagen Business School Press, p. 317-360 43 p.Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
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
- Published
On Worst Case Portfolio Optimization
Steffensen, Mogens & Korn, R., 2007, In: SIAM Journal on Control and Optimization. 46, 6, p. 2013-2030 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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212
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Matrix representations of life insurance payments
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
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