Mogens Steffensen

Mogens Steffensen

Head of Department

ORCID: 0000-0003-2753-5374

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  1. Published

    Stress scenario generation for solvency and risk management

    Christiansen, M. C., Henriksen, L. F. B., Schomacker, K. J. & Steffensen, Mogens, 2 Jul 2016, In: Scandinavian Actuarial Journal. 2016, 6, p. 502-529 28 p.

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

  2. 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

  3. Published

    Safe-Side Scenarios for Financial and Biometrical Risk

    Christiansen, M. & Steffensen, Mogens, 2013, In: ASTIN Bulletin: The Journal of the IAA. 43, 3, p. 323-357

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

  4. Published

    Deterministic mean-variance-optimal consumption and investment

    Christiansen, M. & Steffensen, Mogens, 2013, In: Stochastics: An International Journal of Probability and Stochastic Processes . 85, 4, p. 620-636

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

  5. Published

    On retirement time decision making

    Chen, A., Hentschel, F. & Steffensen, Mogens, 2021, In: Insurance: Mathematics and Economics. 100, p. 107-129 23 p.

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

  6. Published

    Eliciting risk preferences and elasticity of substitution

    Burgaard, J. & Steffensen, Mogens, 2020, In: Decision Analysis. 17, 4, p. 314-329

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

  7. Published

    Forward transition rates

    Buchardt, K., Furrer, Christian & Steffensen, Mogens, 2019, In: Finance and Stochastics. 23, 4, p. 975-999 25 p.

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

  8. 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

  9. Published

    Smooth investment

    Bruhn, K., Jensen, N. R. & Steffensen, Mogens, Dec 2016, In: Annals of Finance. 12, 3-4, p. 335-361

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

  10. Published

    Optimal Smooth Consumption and Annuity Design

    Bruhn, K. & Steffensen, Mogens, 2013, In: Journal of Banking & Finance. 37, 8, p. 2693-2701

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

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