Mogens Steffensen
Head of Department
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- Published
What is the Time Value of a Stream of Investments?
Norberg, R. & Steffensen, Mogens, 2005, In: Journal of Applied Probability. 42, p. 861-866Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Portfolio Optimization and Mortgage Choice
Nordfang, M. & Steffensen, Mogens, Mar 2017, In: Journal of Risk and Financial Management. 10, 1, 21 p., 1.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
An intrinsic value approach to valuation with forward–backward loops in dividend paying stocks
Nyegaard, A. K., Ott, J. R. & Steffensen, Mogens, 2021, In: Mathematics. 9, 13, 23 p., 1520.Research output: Contribution to journal › Journal article › Research › peer-review
- 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
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A Note on the Free Policy Reserve
Steffensen, Mogens, 2005, In: Blatter der Deutschen Gesellschaft fur Versicherungsmathematik. 27, 2, p. 185-198Research output: Contribution to journal › Journal article › Research › peer-review
- Published
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
- Published
Quadratic Optimization of Life Insurance Payment Streams
Steffensen, Mogens, 2006, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 36, 1, p. 246-267Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Special Issue “Risks : Feature Papers 2021”
Steffensen, Mogens, 2022, In: Risks. 10, 3, 2 p., 64.Research output: Contribution to journal › Editorial › 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
- Published
Optimal Consumption and Insurance: A Continuous-Time Markov Chain Approach
Steffensen, Mogens & Kraft, H., 2008, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 28, 1, p. 231-257 26 p.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 3767
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Portfolio Optimization and Mortgage Choice
Research output: Contribution to journal › Journal article › Research › peer-review
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208
downloads
Matrix representations of life insurance payments
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
203
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Personal non-life insurance decisions and the welfare loss from flat deductibles
Research output: Contribution to journal › Journal article › Research › peer-review
Published