Mogens Steffensen

Mogens Steffensen

Head of Department

ORCID: 0000-0003-2753-5374

Publication year:
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31 - 40 out of 76Page size: 10
  1. 2015
  2. 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. 59-87

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

  3. 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

  4. 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

  5. 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 journal › Journal article › Research › peer-review

  6. 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. 28–41

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

  7. 2014
  8. 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 journal › Journal article › Research › peer-review

  9. 2013
  10. 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

  11. Published

    Consumption-Portfolio Optimization with Recursive Utility in Incomplete Markets

    Kraft, H., Seifried, F. T. & Steffensen, Mogens, 2013, In: Finance and Stochastics. 17, p. 161-196

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

  12. 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

  13. 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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