Research output per year
Research output per year
- 11 results
Search results
-
2006
An ABC of Portfolio Choice: Asset Allocation with Bankruptcy and Contagion
Steffensen, M. & Kraft, H., 2006.Research output: Working paper
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A Two-Account Model of Pension Saving Contracts.
Steffensen, M. & Waldstrøm, S., 2006, Laboratory of Actuarial Mathematics / Copenhagen University, p. 1-16.Research output: Working paper
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Bankruptcy, Counterparty Risk, and Contagion
Steffensen, M. & Kraft, H., 2006.Research output: Working paper
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Optimal Consumption and Insurance: A Continuous-Time Markov Chain Approach.
Kraft, H. & Steffensen, M., 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-21.Research output: Working paper
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Worst Case Portfolio Optimization and HJB-Systems.
Korn, R. & Steffensen, M., 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-17.Research output: Working paper
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2005
How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach
Kraft, H. & Steffensen, M., 2005, Københavns Universitet: H.C.Ø.-Tryk, p. 1-32.Research output: Working paper
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2004
A Note on the Free Policy Reserve
Steffensen, M., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-10.Research output: Working paper
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Surplus-linked Life Insurance
Steffensen, M., 2004, Afdeling for Anvendt Matematik og Statistik: <Forlag uden navn>, p. 1-20.Research output: Working paper
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2003
Quadratic Optimization of Life Insurance Payment Streams
Steffensen, M., 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-16.Research output: Working paper
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2002
On Merton's problem for life insurers
Steffensen, M., 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-18.Research output: Working paper
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1998
A no arbitrage approach to Thiele's differential equation
Steffensen, M., 1998, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 20.Research output: Working paper