Mogens Steffensen

Mogens Steffensen

Head of Department

ORCID: 0000-0003-2753-5374

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  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 Note on the Free Policy Reserve

    Steffensen, Mogens, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-10.

    Research output: Working paper › Research

  4. 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

  5. Published

    A Two-Account Model of Pension Saving Contracts.

    Steffensen, Mogens & Waldstrøm, S., 2006, Laboratory of Actuarial Mathematics / Copenhagen University, p. 1-16.

    Research output: Working paper › Research

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

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