Mogens Steffensen

Mogens Steffensen

Head of Department

ORCID: 0000-0003-2753-5374

Publication year:
All
21 - 30 out of 76Page size: 10
  1. 2007
  2. Published

    CDOs in Chains

    Steffensen, Mogens, 2007, In: Wilmott. 29

    Research output: Contribution to journal › Journal article › Research

  3. Published

    Differential Equations in Finance and Life Insurance

    Steffensen, Mogens, 2007, Stochastic Economic Dynamics. Jensej, B. S. & Palokangas, T. (eds.). Copenhagen Business School Press, p. 317-360 43 p.

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  4. 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

  5. Published

    On Worst Case Portfolio Optimization

    Steffensen, Mogens & Korn, R., 2007, In: SIAM Journal on Control and Optimization. 46, 6, p. 2013-2030 17 p.

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

  6. 2008
  7. 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

  8. 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

  9. 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

  10. 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

  11. 2009
  12. 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

  13. Published

    Asset Allocation with Contagion and Explicit Bankruptcy Procedures

    Steffensen, Mogens & Kraft, H., 2009, In: Journal of Mathematical Economics. 45, 1-2, p. 147-167 21 p.

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

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