Mogens Steffensen
Head of Department
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- Published
Eliciting risk preferences and elasticity of substitution
Burgaard, J. & Steffensen, Mogens, 2020, In: Decision Analysis. 17, 4, p. 314-329Research output: Contribution to journal › Journal article › Research › peer-review
- Published
On retirement time decision making
Chen, A., Hentschel, F. & Steffensen, Mogens, 2021, In: Insurance: Mathematics and Economics. 100, p. 107-129 23 p.Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 323-357Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Deterministic mean-variance-optimal consumption and investment
Christiansen, M. & Steffensen, Mogens, 2013, In: Stochastics: An International Journal of Probability and Stochastic Processes . 85, 4, p. 620-636Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Around the Life Cycle: Deterministic Consumption-Investment Strategies
Christiansen, M. C. & Steffensen, Mogens, 2018, In: North American Actuarial Journal. 22, 3, p. 491-507 17 p.Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- Published
Continuing Risks
Constantinescu, C., Guillen, M. & Steffensen, Mogens, 2023, In: Risks. 11, 1, 2 p., 10.Research output: Contribution to journal › Editorial › Research › peer-review
- Published
Equilibrium investment with random risk aversion
Desmettre, S. & Steffensen, Mogens, 2023, In: Mathematical Finance. 33, 3, p. 946-975 30 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Nonrecursive separation of risk and time preferences
Fahrenwaldt, M. A., Jensen, N. R. & Steffensen, Mogens, 2020, In: Journal of Mathematical Economics. 90, p. 95-108Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Individual life insurance during epidemics
Francis, L. & Steffensen, Mogens, 2024, In: Annals of Actuarial Science. 18, p. 152–175Research output: Contribution to journal › Journal article › Research › peer-review
ID: 3767
Most downloads
-
221
downloads
Portfolio Optimization and Mortgage Choice
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
208
downloads
Matrix representations of life insurance payments
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
203
downloads
Personal non-life insurance decisions and the welfare loss from flat deductibles
Research output: Contribution to journal › Journal article › Research › peer-review
Published