Mogens Steffensen
Head of Department
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-2753-5374
71 - 76 out of 76Page size: 10
- 2004
- Published
Surplus-linked Life Insurance
Steffensen, Mogens, 2004, Afdeling for Anvendt Matematik og Statistik: <Forlag uden navn>, p. 1-20.Research output: Working paper › Research
- 2003
- Published
Quadratic Optimization of Life Insurance Payment Streams
Steffensen, Mogens, 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-16.Research output: Working paper › Research
- 2002
- Published
Intervention Options in Life Insurance
Steffensen, Mogens, 2002, In: Insurance: Mathematics and Economics. 31, 1, p. 71-85Research output: Contribution to journal › Journal article › Research › peer-review
- Published
On Merton's problem for life insurers
Steffensen, Mogens, 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-18.Research output: Working paper › Research
- 2000
- Published
A no arbitrage approach to Thiele's differential equation
Steffensen, Mogens, 2000, In: Insurance: Mathematics and Economics. 27, p. 201-214Research output: Contribution to journal › Journal article › Research › peer-review
- 1998
- Published
A no arbitrage approach to Thiele's differential equation
Steffensen, Mogens, 1998, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 20.Research output: Working paper › Research
ID: 3767
Most downloads
-
222
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