Mogens Steffensen

Mogens Steffensen

Head of Department

ORCID: 0000-0003-2753-5374

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  1. Published

    On the cost-of-capital rate under incomplete market valuation

    Albrecher, H., Eisele, K. T., Steffensen, Mogens & Wüthrich, M. V., 2022, In: Journal of Risk and Insurance. 89, p. 1139–1158 20 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  2. Published

    Risk and Insurance: A Graduate Text

    Asmussen, S. & Steffensen, Mogens, 2020, Springer. 505 p. (Probability Theory and Stochastic Modelling).

    Research output: Book/Report › Book › Research › peer-review

  3. Published

    Stable dividends under linear-quadratic optimisation

    Avanzi, B., Falden, Debbie Kusch & Steffensen, Mogens, 2023, In: Quantitative Finance. 23, 9, p. 1199-1215 17 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  4. E-pub ahead of print

    Optimal reinsurance design under solvency constraints

    Avanzi, B., Lau, H. & Steffensen, Mogens, 2024, (E-pub ahead of print) In: Scandinavian Actuarial Journal. 34 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. Published

    Functional High Performance Financial IT: the HIPERFIT Research Center in Copenhagen

    Berthold, J., Filinski, Andrzej, Henglein, Fritz, Larsen, Ken Friis, Steffensen, Mogens & Vinter, B., 2012, Trends in Functional Programming: 12th International Symposium, TFP 2011, Madrid, Spain, May 16-18, 2011, Revised Selected Papers. Peña, R. & Page, R. (eds.). Springer, p. 98-113 16 p. (Lecture notes in computer science, Vol. 7193).

    Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

  6. Published

    Matrix representations of life insurance payments

    Bladt, Mogens, Asmussen, S. & Steffensen, Mogens, 2020, In: European Actuarial Journal. 10, 1, p. 29-67

    Research output: Contribution to journal › Journal article › Research › peer-review

  7. Published

    Household Consumption, Investment and Life Insurance

    Bruhn, K. & Steffensen, Mogens, 2011, In: Insurance: Mathematics and Economics. 48, 3, p. 315-325

    Research output: Contribution to journal › Journal article › Research › peer-review

  8. 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 journal › Journal article › Research › peer-review

  9. Published

    Optimal Smooth Consumption and Annuity Design

    Bruhn, K. & Steffensen, Mogens, 2013, In: Journal of Banking & Finance. 37, 8, p. 2693-2701

    Research output: Contribution to journal › Journal article › Research › peer-review

  10. 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 journal › Journal article › Research › peer-review

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