Mogens Steffensen

Mogens Steffensen

Head of Department

ORCID: 0000-0003-2753-5374

Publication year:
All
1 - 8 out of 8Page size: 10
  1. 2006
  2. Published

    A Two-Account Model of Pension Saving Contracts.

    Steffensen, Mogens & Waldstrøm, S., 2006, Laboratory of Actuarial Mathematics / Copenhagen University, p. 1-16.

    Research output: Working paper › Research

  3. Published

    An ABC of Portfolio Choice: Asset Allocation with Bankruptcy and Contagion

    Steffensen, Mogens & Kraft, H., 2006.

    Research output: Working paper › Research

  4. Published

    Bankruptcy, Counterparty Risk, and Contagion

    Steffensen, Mogens & Kraft, H., 2006.

    Research output: Working paper › Research

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

ID: 3767