Mogens Steffensen

Mogens Steffensen

Head of Department

ORCID: 0000-0003-2753-5374

Publication year:
All
41 - 50 out of 60Page size: 10
  1. 2012
  2. Published

    Worst-Case-Optimal Dynamic Reinsurance for Large Claims

    Korn, R., Menkens, O. & Steffensen, Mogens, 2012, In: European Actuarial Journal. 2, 1, p. 21-48

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

  3. 2011
  4. Published

    Household Consumption, Investment and Life Insurance

    Bruhn, K. & Steffensen, Mogens, 2011, In: Insurance: Mathematics and Economics. 48, 3, p. 315-325

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

  5. Published

    Optimal Consumption and Investment under Time-Varying Relative Risk Aversion

    Steffensen, Mogens, 2011, In: Journal of Economic Dynamics and Control. 35, 5, p. 659-667

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

  6. 2009
  7. 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

  8. 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

  9. 2008
  10. Published

    How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach

    Steffensen, Mogens & Kraft, H., 2008, In: Journal of Economic Dynamics and Control. 32, 2, p. 348-385 37 p.

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

  11. Published

    Optimal Consumption and Insurance: A Continuous-Time Markov Chain Approach

    Steffensen, Mogens & Kraft, H., 2008, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 28, 1, p. 231-257 26 p.

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

  12. Published

    Optimal investment and life insurance strategies under minimum and maximum constraints

    Steffensen, Mogens & Nielsen, P. H., 2008, In: Insurance: Mathematics and Economics. 43, 1, p. 15-28 13 p.

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

  13. 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

  14. 2007
  15. 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

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