Research output per year
Research output per year
Personal profile
Keywords
- Faculty of Science
- Actuarial mathematics
- Financial mathematics
- Portfolio Choice
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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A buy-hold-sell pension saving strategy
Khemka, G., Steffensen, M. & Warren, G. J., 2024, In: Insurance: Mathematics and Economics. 119, 16 p.Research output: Contribution to journal › Journal article › Research › peer-review
Open AccessFile -
Fairness: plurality, causality, and insurability
Fahrenwaldt, M., Furrer, C., Hiabu, M. E., Huang, F., Jørgensen, F. H., Lindholm, M., Loftus, J., Steffensen, M. & Tsanakas, A., 2024, In: European Actuarial Journal. 14, p. 317–328Research output: Contribution to journal › Journal article › Research › peer-review
Open AccessFile7 Downloads (Pure) -
Individual life insurance during epidemics
Francis, L. & Steffensen, M., 2024, In: Annals of Actuarial Science. 18, p. 152–175Research output: Contribution to journal › Journal article › Research › peer-review
Open AccessFile11 Downloads (Pure) -
On Smoothing and Habit Formation of Variable Life Annuity Benefits
Steffensen, M. & 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
Open AccessFile16 Downloads (Pure) -
Optimal investment strategies under the relative performance in jump-diffusion markets
Aydoğan, B. & Steffensen, M., 2024, (E-pub ahead of print) In: Decisions in Economics and Finance.Research output: Contribution to journal › Journal article › Research › peer-review
Open Access -
Optimal reinsurance design under solvency constraints
Avanzi, B., Lau, H. & Steffensen, M., 2024, In: Scandinavian Actuarial Journal. 2024, 4, p. 383–416Research output: Contribution to journal › Journal article › Research › peer-review
Open AccessFile1 Citation (Scopus)12 Downloads (Pure) -
What is the value of the annuity market?
Steffensen, M. & Søe, J. B., 2024, (E-pub ahead of print) In: Decisions in Economics and Finance. 26 p.Research output: Contribution to journal › Journal article › Research › peer-review
3 Citations (Scopus) -
Continuing Risks
Constantinescu, C., Guillen, M. & Steffensen, M., 2023, In: Risks. 11, 1, 2 p., 10.Research output: Contribution to journal › Editorial › Research › peer-review
Open AccessFile23 Downloads (Pure)
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Det er koldt og man må gå sig varm: Om finanskrise, kundernes valgmuligheder og Markovprocesser i pensionsbranchen
Mogens Steffensen (Lecturer)
16 Dec 2008Activity: Talk or presentation types › Lecture and oral contribution
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On optimal decision making in a life insurance multi-state Markov model
Mogens Steffensen (Lecturer)
10 Dec 2008Activity: Talk or presentation types › Lecture and oral contribution
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On qualitative modelling and management of insurable and securitizable risks
Mogens Steffensen (Lecturer)
9 Dec 2008Activity: Talk or presentation types › Lecture and oral contribution
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Optimal Control in Finite State Markov Chains with Applications to Personal Finance and Credit Risk Management
Mogens Steffensen (Lecturer)
24 Oct 2008Activity: Talk or presentation types › Lecture and oral contribution
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Allocation with Contagion and Explicit Bankruptcy Procedures
Mogens Steffensen (Lecturer)
15 Aug 2008Activity: Talk or presentation types › Lecture and oral contribution
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What Has Finance Done for Life Insurance - and vice versa
Mogens Steffensen (Lecturer)
19 Mar 2008Activity: Talk or presentation types › Lecture and oral contribution
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What Has Finance Done for Life Insurance - and vice versa
Mogens Steffensen (Lecturer)
27 Feb 2008Activity: Talk or presentation types › Lecture and oral contribution
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Market-Valuation Methods in Life and Pension Insurance
Mogens Steffensen (Lecturer)
20 Aug 2007Activity: Talk or presentation types › Lecture and oral contribution