Mogens Steffensen

Mogens Steffensen

Head of Department

ORCID: 0000-0003-2753-5374

Publication year:
All
51 - 60 out of 76Page size: 10
  1. 2008
  2. 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

  3. 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

  4. 2007
  5. Published

    Bankruptcy, Counterparty Risk, and Contagion

    Steffensen, Mogens & Kraft, H., 2007, In: Review of Finance. 11, p. 209-252 43 p.

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

  6. Published

    CDOs in Chains

    Steffensen, Mogens, 2007, In: Wilmott. 29

    Research output: Contribution to journal › Journal article › Research

  7. 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

  8. 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

  9. 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

  10. 2006
  11. 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

  12. Published

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

    Steffensen, Mogens & Kraft, H., 2006.

    Research output: Working paper › Research

  13. Published

    Bankruptcy, Counterparty Risk, and Contagion

    Steffensen, Mogens & Kraft, H., 2006.

    Research output: Working paper › Research

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