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Steffensen, Mogens
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1
On Merton's Problem for Life Insurers
Steffensen, M.
- In:
Astin bulletin : the journal of the International …
34
(
2004
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10008214655
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2
Intervention options in life insurance
Steffensen, Mogens
- In:
Insurance / Mathematics & economics
31
(
2002
)
1
,
pp. 71-86
Persistent link: https://www.econbiz.de/10006893485
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3
Portfolio problems stopping at first hitting time with application to default risk
Kraft, Holger
;
Steffensen, Mogens
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10006604818
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4
A no arbitrage approach to Thiele's differential equation
Steffensen, Mogens
- In:
Insurance / Mathematics & economics
27
(
2000
)
2
,
pp. 201-214
Persistent link: https://www.econbiz.de/10006905503
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5
Surplus-linked life insurance
Steffensen, Mogens
- In:
Scandinavian actuarial journal : Actuarial Society of …
106
(
2006
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10005918479
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6
Quadratic Optimization of Life and Pension Insurance Payments
Steffensen, Mogens
- In:
Astin bulletin : the journal of the International …
36
(
2006
)
1
,
pp. 245-268
Persistent link: https://www.econbiz.de/10008222555
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7
Optimal smooth consumption and annuity design
Bruhn, Kenneth
;
Steffensen, Mogens
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2693-2701
Persistent link: https://www.econbiz.de/10010132094
Saved in:
8
A dynamic programming approach to constrained portfolios
Kraft, Holger
;
Steffensen, Mogens
- In:
European journal of operational research : EJOR
229
(
2013
)
2
,
pp. 453-461
Persistent link: https://www.econbiz.de/10010109335
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9
How to invest optimally in corporate bonds: A reduced-form approach
Kraft, Holger
;
Steffensen, Mogens
- In:
Journal of economic dynamics & control
32
(
2008
)
2
,
pp. 348-385
Persistent link: https://www.econbiz.de/10007898791
Saved in:
10
Asset allocation with contagion and explicit bankruptcy procedures
Kraft, Holger
;
Steffensen, Mogens
- In:
Journal of mathematical economics
45
(
2009
)
1
,
pp. 147-167
Persistent link: https://www.econbiz.de/10008160156
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