Mogens Steffensen

Mogens Steffensen

Head of Department

ORCID: 0000-0003-2753-5374

Publication year:
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41 - 50 out of 76Page size: 10
  1. 2014
  2. Published

    Markov chain modeling of policyholder behavior in life insurance and pension

    Henriksen, L. F. B., Nielsen, J. W., Steffensen, Mogens & Svensson, C., 2014, In: European Actuarial Journal. 4, 1, p. 1-29

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

  3. 2015
  4. Published

    A combined stochastic programming and optimal control approach to personal finance and pensions

    Konicz, A. K., Pisinger, D., Rasmussen, K. M. & Steffensen, Mogens, 2015, In: OR Spectrum - Quantitative Approaches in Management. 37, 3, p. 583-616

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

  5. Published

    A comparison of modern investment-linked pension savings products

    Linneman, P., Bruhn, K. & Steffensen, Mogens, 2015, In: Annals of Actuarial Science. 9, 1, p. 72-84

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

  6. Published

    Inconsistent Investment and Consumption Problems

    Kronborg, M. T. & Steffensen, Mogens, 2015, In: Applied Mathematics and Optimization. 71, 3, p. 473-515

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

  7. Published

    Personal finance and life insurance under separation of risk aversion and elasticity of substitution

    Jensen, N. R. & Steffensen, Mogens, 2015, In: Insurance: Mathematics and Economics. 62, p. 28–41

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

  8. Published

    Optimal consumption, investment and life insurance with surrender option guarantee

    Kronborg, M. T. & Steffensen, Mogens, 2 Jan 2015, In: Scandinavian Actuarial Journal. 2015, 1, p. 59-87

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

  9. Published

    Reserve-dependent surrender rates

    Gad, K. S. T., Juhl, J. & Steffensen, Mogens, Dec 2015, In: European Actuarial Journal. 5, 2, p. 283-308

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

  10. 2016
  11. Published

    Stress scenario generation for solvency and risk management

    Christiansen, M. C., Henriksen, L. F. B., Schomacker, K. J. & Steffensen, Mogens, 2 Jul 2016, In: Scandinavian Actuarial Journal. 2016, 6, p. 502-529 28 p.

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

  12. 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

  13. 2017
  14. 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 journal › Journal article › Research › peer-review

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