Mogens Steffensen
Head of Department
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- 2015
- Published
Reserve-dependent surrender rates
Gad, K. S. T., Juhl, J. & Steffensen, Mogens, Dec 2015, In: European Actuarial Journal. 5, 2, p. 283-308Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 28–41Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 583-616Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 59-87Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Inconsistent Investment and Consumption Problems
Kronborg, M. T. & Steffensen, Mogens, 2015, In: Applied Mathematics and Optimization. 71, 3, p. 473-515Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 72-84Research 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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213
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Matrix representations of life insurance payments
Research output: Contribution to journal › Journal article › Research › peer-review
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207
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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