Mogens Steffensen

Mogens Steffensen

Head of Department


  1. Published

    Matrix representations of life insurance payments

    Bladt, Mogens, Asmussen, S. & Steffensen, Mogens, 2020, In: European Actuarial Journal. 10, 1, p. 29-67

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. Published

    Markov chain modeling of policyholder behavior in life insurance and pension

    Henriksen, L. F. B., Nielsen, J. W., Steffensen, Mogens & Svensson, C., 2014, In: European Actuarial Journal. 4, 1, p. 1-29

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Market-Valuation Methods in Life and Pension Insurance

    Steffensen, Mogens & Møller, T., 2007, Cambridge University Press. 280 p.

    Research output: Book/ReportBookResearchpeer-review

  4. Published

    Life Insurance Demand Under Health Shock Risk

    Hambel, C., Kraft, H., Schendel, L. S. & Steffensen, Mogens, 2017, In: Journal of Risk and Insurance. 84, 4, p. 1171–1202 32 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Intervention Options in Life Insurance

    Steffensen, Mogens, 2002, In: Insurance: Mathematics and Economics. 31, 1, p. 71-85

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Individual life insurance during epidemics

    Francis, L. & Steffensen, Mogens, 2024, In: Annals of Actuarial Science. 18, p. 152–175

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Inconsistent Investment and Consumption Problems

    Kronborg, M. T. & Steffensen, Mogens, 2015, In: Applied Mathematics and Optimization. 71, 3, p. 473-515

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

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

    Kraft, H. & Steffensen, Mogens, 2005, Københavns Universitet: H.C.Ø.-Tryk, p. 1-32.

    Research output: Working paperResearch

  9. 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 journalJournal articleResearchpeer-review

  10. Published

    How sub-optimal are age-based life-cycle investment products?

    Khemka, G., Steffensen, Mogens & Warren, G. J., Jan 2021, In: International Review of Financial Analysis. 73, 15 p., 101619.

    Research output: Contribution to journalJournal articleResearchpeer-review

ID: 3767