Mogens Steffensen

Mogens Steffensen

Head of Department

ORCID: 0000-0003-2753-5374

Publication year:
All
1 - 10 out of 77Page size: 10
  1. 2024
  2. E-pub ahead of print

    Fairness: plurality, causality, and insurability

    Fahrenwaldt, M., Furrer, Christian, Hiabu, Munir Eberhardt, Huang, F., Jørgensen, Frederik Hytting, Lindholm, M., Loftus, J., Steffensen, Mogens & Tsanakas, A., 2024, (E-pub ahead of print) In: European Actuarial Journal.

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

  3. Published

    Individual life insurance during epidemics

    Francis, L. & Steffensen, Mogens, 2024, In: Annals of Actuarial Science. 18, p. 152–175

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

  4. Published

    On Smoothing and Habit Formation of Variable Life Annuity Benefits

    Steffensen, Mogens & Vikkelsøe, S. H., 2024, In: Journal of Risk and Financial Management. 17, 2, 27 p., 75.

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

  5. Published

    Optimal reinsurance design under solvency constraints

    Avanzi, B., Lau, H. & Steffensen, Mogens, 2024, In: Scandinavian Actuarial Journal. 2024, 4, p. 383–416

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

  6. E-pub ahead of print

    What is the value of the annuity market?

    Steffensen, Mogens & Søe, Julie Bjørner, 2024, (E-pub ahead of print) In: Decisions in Economics and Finance. 26 p.

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

  7. 2023
  8. 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

  9. 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

  10. Published

    Optimal consumption, investment, and insurance under state-dependent risk aversion

    Steffensen, Mogens & Søe, Julie Bjørner, 2023, In: ASTIN Bulletin. 53, 1, p. 104-128 25 p.

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

  11. Published

    Polynomial Utility

    Lollike, A. S. & Steffensen, Mogens, 2023, In: International Journal of Theoretical and Applied Finance. 26, 06n07, 2350024.

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

  12. Published

    Stable dividends under linear-quadratic optimisation

    Avanzi, B., Falden, Debbie Kusch & Steffensen, Mogens, 2023, In: Quantitative Finance. 23, 9, p. 1199-1215 17 p.

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

Previous 1 2 3 4 5 6 7 8 Next

ID: 3767