Mogens Steffensen

Mogens Steffensen

Head of Department

ORCID: 0000-0003-2753-5374

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  1. Published

    Market-Valuation Methods in Life and Pension Insurance

    Steffensen, Mogens & Møller, T., 2007, Cambridge University Press. 280 p.

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

  2. 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

  3. 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 journal › Journal article › Research

  4. Published

    Bankruptcy, Counterparty Risk, and Contagion

    Steffensen, Mogens & Kraft, H., 2006.

    Research output: Working paper › Research

  5. Published

    An ABC of Portfolio Choice: Asset Allocation with Bankruptcy and Contagion

    Steffensen, Mogens & Kraft, H., 2006.

    Research output: Working paper › Research

  6. Published

    CDOs in Chains

    Steffensen, Mogens, 2007, In: Wilmott. 29

    Research output: Contribution to journal › Journal article › Research

  7. Published

    A Two-Account Model for Pension Saving Contracts

    Steffensen, Mogens & Waldstrøm, S., 2009, In: Scandinavian Actuarial Journal. 2009, 3, p. 169-186 18 p.

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

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

  9. Published

    On Merton's problem for life insurers

    Steffensen, Mogens, 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-18.

    Research output: Working paper › Research

  10. Published

    A Two-Account Model of Pension Saving Contracts.

    Steffensen, Mogens & Waldstrøm, S., 2006, Laboratory of Actuarial Mathematics / Copenhagen University, p. 1-16.

    Research output: Working paper › Research

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