Mogens Steffensen
Head of Department
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- Published
Matrix representations of life insurance payments
Bladt, Mogens, Asmussen, S. & Steffensen, Mogens, 2020, In: European Actuarial Journal. 10, 1, p. 29-67Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 1-29Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Market-Valuation Methods in Life and Pension Insurance
Steffensen, Mogens & Møller, T., 2007, Cambridge University Press. 280 p.Research output: Book/Report › Book › Research › peer-review
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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 journal › Journal article › Research › peer-review
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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
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Individual life insurance during epidemics
Francis, L. & Steffensen, Mogens, 2024, In: Annals of Actuarial Science. 18, p. 152–175Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Inconsistent Investment and Consumption Problems
Kronborg, M. T. & Steffensen, Mogens, 2015, In: Applied Mathematics and Optimization. 71, 3, p. 473-515Research output: Contribution to journal › Journal article › Research › peer-review
- 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 paper › Research
- 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 journal › Journal article › Research › peer-review
- 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 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
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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