Mogens Steffensen

Mogens Steffensen

Head of Department

ORCID: 0000-0003-2753-5374

Publication year:
All
1 - 10 out of 60Page size: 10
Sort by: Title
  1. Published

    A Dynamic Programming Approach to Constrained Portfolios

    Kraft, H. & Steffensen, Mogens, 2013, In: European Journal of Operational Research. 229, 2, p. 453-461

    Research output: Contribution to journal › Journal article › Research › peer-review

  2. Published

    A Note on the Free Policy Reserve

    Steffensen, Mogens, 2005, In: Blatter der Deutschen Gesellschaft fur Versicherungsmathematik. 27, 2, p. 185-198

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. Published

    A Two-Account Model for Pension Saving Contracts

    Steffensen, Mogens & Waldstrøm, S., 2009, In: Scandinavian Actuarial Journal. 2009, 3, p. 169-186 18 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  4. Published

    A combined stochastic programming and optimal control approach to personal finance and pensions

    Konicz, A. K., Pisinger, D., Rasmussen, K. M. & Steffensen, Mogens, 2015, In: OR Spectrum - Quantitative Approaches in Management. 37, 3, p. 583-616

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. 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. 72-84

    Research output: Contribution to journal › Journal article › Research › peer-review

  6. Published

    A no arbitrage approach to Thiele's differential equation

    Steffensen, Mogens, 2000, In: Insurance: Mathematics and Economics. 27, p. 201-214

    Research output: Contribution to journal › Journal article › Research › peer-review

  7. 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. 263-270

    Research output: Contribution to journal › Journal article › Research › peer-review

  8. 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

  9. 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

  10. Published

    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

Previous 1 2 3 4 5 6 Next

ID: 3767