Mogens Steffensen
Head of Department
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-2753-5374
1 - 4 out of 4Page size: 25
- Published
How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach
Steffensen, Mogens & Kraft, H., 2008, In: Journal of Economic Dynamics and Control. 32, 2, p. 348-385 37 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
The Policyholder's Static and Dynamic Decision Making of Life Insurance and Pension Payments
Steffensen, Mogens & Kraft, H., 2008, In: Blatter der Deutschen Gesellschaft fur Versicherungsmathematik. 29, 2, p. 211-244 33 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Optimal investment and life insurance strategies under minimum and maximum constraints
Steffensen, Mogens & Nielsen, P. H., 2008, In: Insurance: Mathematics and Economics. 43, 1, p. 15-28 13 p.Research output: Contribution to journal › Journal article › 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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212
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Matrix representations of life insurance payments
Research output: Contribution to journal › Journal article › Research › peer-review
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206
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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