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260
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131
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84
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35
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33
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111
On retirement time decision making
Chen, An
;
Hentschel, Felix
;
Steffensen, Mogens
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 107-129
Persistent link: https://www.econbiz.de/10012622384
Saved in:
112
Optimal control of an objective functional with non-linearity between the conditional expectations : solutions to a class of time-inconsistent portfolio problems
Kryger, Esben
;
Nordfang, Maj-Britt
;
Steffensen, Mogens
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
3
,
pp. 405-438
Persistent link: https://www.econbiz.de/10012301603
Saved in:
113
Around the life cycle : deterministic consumption-investment strategies
Christiansen, Marcus C.
;
Steffensen, Mogens
- In:
North American actuarial journal
22
(
2018
)
3
,
pp. 491-507
Persistent link: https://www.econbiz.de/10012268112
Saved in:
114
Forward transition rates
Buchardt, Kristian
;
Furrer, Christian
;
Steffensen, Mogens
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 975-999
Persistent link: https://www.econbiz.de/10012114667
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115
Personal non-life insurance decisions and the welfare loss from flat deductibles
Steffensen, Mogens
;
Thøgersen, Julie
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
1
,
pp. 85-116
Persistent link: https://www.econbiz.de/10012105340
Saved in:
116
A note on P- vs. Q-expected loss portfolio constraints
Gu, Jia-Wen
;
Steffensen, Mogens
;
Zheng, Harry
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 263-270
Persistent link: https://www.econbiz.de/10012424588
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117
Eliciting risk preferences and elasticity of substitution
Burgaard, Johan
;
Steffensen, Mogens
- In:
Decision analysis : a journal of the Institute for …
17
(
2020
)
4
,
pp. 314-329
Persistent link: https://www.econbiz.de/10012429426
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118
Nonrecursive separation of risk and time preferences
Fahrenwaldt, Matthias
;
Jensen, Ninna Reitzel
; …
- In:
Journal of mathematical economics
90
(
2020
),
pp. 95-108
Persistent link: https://www.econbiz.de/10012800794
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119
How sub-optimal are age-based life-cycle investment products?
Khemka, Gaurav
;
Steffensen, Mogens
;
Warren, Geoff
- In:
International review of financial analysis
73
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012803606
Saved in:
120
Polynomial utility
Lollike, Alexander Sevel
;
Steffensen, Mogens
- In:
International journal of theoretical and applied …
26
(
2023
)
6/7
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014500193
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