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: 50
- 2023
- 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
- 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
Optimal consumption, investment, and insurance under state-dependent risk aversion
Steffensen, Mogens & Søe, Julie Bjørner, 2023, In: ASTIN Bulletin. 53, 1, p. 104-128 25 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Polynomial Utility
Lollike, A. S. & Steffensen, Mogens, 2023, In: International Journal of Theoretical and Applied Finance. 26, 06n07, 2350024.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
Most downloads
-
223
downloads
Portfolio Optimization and Mortgage Choice
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
209
downloads
Matrix representations of life insurance payments
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
204
downloads
Personal non-life insurance decisions and the welfare loss from flat deductibles
Research output: Contribution to journal › Journal article › Research › peer-review
Published