Mogens Steffensen

Mogens Steffensen

Head of Department

ORCID: 0000-0003-2753-5374

Publication year:
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61 - 70 out of 76Page size: 10
  1. 2006
  2. Published

    Optimal Consumption and Insurance: A Continuous-Time Markov Chain Approach.

    Kraft, H. & Steffensen, Mogens, 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-21.

    Research output: Working paper › Research

  3. Published

    Portfolio Problems Stopping at First Hitting Time with Applications to Default Risk.

    Steffensen, Mogens & Kraft, H., 2006, In: Mathematical Methods of Operations Research. 63, 1, p. 123-150

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

  4. Published

    Quadratic Optimization of Life Insurance Payment Streams

    Steffensen, Mogens, 2006, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 36, 1, p. 246-267

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

  5. Published

    Surplus-linked Life insurance

    Steffensen, Mogens, 2006, In: Scandinavian Actuarial Journal. 1, p. 1-22

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

  6. Published

    Worst Case Portfolio Optimization and HJB-Systems.

    Korn, R. & Steffensen, Mogens, 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-17.

    Research output: Working paper › Research

  7. 2005
  8. Published

    A Note on the Free Policy Reserve

    Steffensen, Mogens, 2005, In: Blatter der Deutschen Gesellschaft fur Versicherungsmathematik. 27, 2, p. 185-198

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

  9. 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

  10. Published

    What is the Time Value of a Stream of Investments?

    Norberg, R. & Steffensen, Mogens, 2005, In: Journal of Applied Probability. 42, p. 861-866

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

  11. 2004
  12. Published

    A Note on the Free Policy Reserve

    Steffensen, Mogens, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-10.

    Research output: Working paper › Research

  13. Published

    On Merton's Problem for Life Insurers

    Steffensen, Mogens, 2004, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 34, 1, p. 5-25

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

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