Mogens Steffensen
Head of Department
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-2753-5374
1 - 3 out of 3Page size: 10
- 2006
- 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. 123-150Research 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
Surplus-linked Life insurance
Steffensen, Mogens, 2006, In: Scandinavian Actuarial Journal. 1, p. 1-22Research output: Contribution to journal › Journal article › Research › peer-review
ID: 3767
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222
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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
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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