Mogens Steffensen
Head of Department
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- Published
Polynomial Utility
Lollike, A. S. & Steffensen, Mogens, 2023, In: International Journal of Theoretical and Applied Finance. 26, 06n07, 2350024.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Personal non-life insurance decisions and the welfare loss from flat deductibles
Steffensen, Mogens & Thøgersen, J., 2019, In: ASTIN Bulletin. 49, 1, p. 85-116 32 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Personal finance and life insurance under separation of risk aversion and elasticity of substitution
Jensen, N. R. & Steffensen, Mogens, 2015, In: Insurance: Mathematics and Economics. 62, p. 28–41Research output: Contribution to journal › Journal article › Research › peer-review
- E-pub ahead of print
Optimal reinsurance design under solvency constraints
Avanzi, B., Lau, H. & Steffensen, Mogens, 2024, (E-pub ahead of print) In: Scandinavian Actuarial Journal. 34 p.Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- Published
Optimal dividend strategies of two collaborating businesses in the diffusion approximation model
Gu, J. W., Steffensen, Mogens & Zheng, H., 1 May 2018, In: Mathematics of Operations Research. 43, 2, p. 377-398 22 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems
Kryger, E., Nordfang, M. B. & Steffensen, Mogens, 1 Jun 2020, In: Mathematical Methods of Operations Research. 91, 3, p. 405-438Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Optimal consumption, investment, and insurance under state-dependent risk aversion
Steffensen, Mogens & Søe, Julie Bjørner, 2023, In: ASTIN Bulletin. 53, 1, p. 104-128 25 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Optimal consumption, investment and life insurance with surrender option guarantee
Kronborg, M. T. & Steffensen, Mogens, 2 Jan 2015, In: Scandinavian Actuarial Journal. 2015, 1, p. 59-87Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Optimal Smooth Consumption and Annuity Design
Bruhn, K. & Steffensen, Mogens, 2013, In: Journal of Banking & Finance. 37, 8, p. 2693-2701Research output: Contribution to journal › Journal article › Research › peer-review
ID: 3767
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223
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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