Mogens Steffensen

Mogens Steffensen

Head of Department

ORCID: 0000-0003-2753-5374

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  1. Published

    Special Issue “Risks : Feature Papers 2021”

    Steffensen, Mogens, 2022, In: Risks. 10, 3, 2 p., 64.

    Research output: Contribution to journal › Editorial › Research › peer-review

  2. 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

  3. Published

    Safe-Side Scenarios for Financial and Biometrical Risk

    Christiansen, M. & Steffensen, Mogens, 2013, In: ASTIN Bulletin: The Journal of the IAA. 43, 3, p. 323-357

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

  4. 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

  5. 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

  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 journal › Journal article › Research

  7. Published

    Quadratic Optimization of Life Insurance Payment Streams

    Steffensen, Mogens, 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-16.

    Research output: Working paper › Research

  8. Published

    Quadratic Optimization of Life Insurance Payment Streams

    Steffensen, Mogens, 2006, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 36, 1, p. 246-267

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

  9. Published

    Portfolio Problems Stopping at First Hitting Time with Applications to Default Risk.

    Steffensen, Mogens & Kraft, H., 2006, In: Mathematical Methods of Operations Research. 63, 1, p. 123-150

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

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

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