Mogens Steffensen

Mogens Steffensen

Head of section, professor


  1. 2020
  2. E-pub ahead of print

    Matrix representations of life insurance payments

    Bladt, Mogens, Asmussen, S. & Steffensen, Mogens, 2020, In : European Actuarial Journal.

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. 2019
  4. Published

    Forward transition rates

    Buchardt, K., Furrer, Christian & Steffensen, Mogens, 2019, In : Finance and Stochastics. 23, 4, p. 975-999 25 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Personal non-life insurance decisions and the welfare loss from flat deductibles

    Steffensen, Mogens & Thøgersen, J., 2019, In : ASTIN Bulletin. 49, 1, p. 85-116 32 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Ragnar Norberg (1945–2017): an actuary of a unique kind

    Steffensen, Mogens, 2019, In : Scandinavian Actuarial Journal. 2019, 8, p. 637-641

    Research output: Contribution to journalJournal articleResearch

  7. 2018
  8. Published

    Optimal dividend strategies of two collaborating businesses in the diffusion approximation model

    Gu, J. W., Steffensen, Mogens & Zheng, H., 1 May 2018, In : Mathematics of Operations Research. 43, 2, p. 377-398 22 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Around the Life Cycle: Deterministic Consumption-Investment Strategies

    Christiansen, M. C. & Steffensen, Mogens, 2018, In : North American Actuarial Journal. 22, 3, p. 491-507 17 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. 2017
  11. Published

    Portfolio Optimization and Mortgage Choice

    Nordfang, M. & Steffensen, Mogens, Mar 2017, In : Journal of Risk and Financial Management. 10, 1, 21 p., 1.

    Research output: Contribution to journalJournal articleResearchpeer-review

  12. Published

    Life Insurance Demand Under Health Shock Risk

    Hambel, C., Kraft, H., Schendel, L. S. & Steffensen, Mogens, 2017, In : Journal of Risk and Insurance. 84, 4, p. 1171–1202 32 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  13. 2016
  14. Published

    Smooth investment

    Bruhn, K., Jensen, N. R. & Steffensen, Mogens, Dec 2016, In : Annals of Finance. 12, 3-4, p. 335-361

    Research output: Contribution to journalJournal articleResearchpeer-review

  15. Published

    Stress scenario generation for solvency and risk management

    Christiansen, M. C., Henriksen, L. F. B., Schomacker, K. J. & Steffensen, Mogens, 2016, In : Scandinavian Actuarial Journal. 2016, 6, p. 502-529 28 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

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