Mogens Steffensen

Københavns Universitet

Denmark

Research Interests

Contact this professor

Get a free first email built on one of their papers, ready for you to edit and send yourself.

Articles (15)

Year:

2024

Year:

2024

Year:

2024

Year:

2024

Year:

2023

Year:

2023

Year:

2023

Year:

2023

Year:

2023

Year:

2023

Year:

2022

Year:

2022

Year:

2022

Year:

2021

Year:

2021

Collaborators (6)

Benjamin Avanzi

Professor of Actuarial Studies

University of Melbourne

AUSTRALIA

View details

Christian Furrer

Københavns Universitet

DENMARK

View details

Debbie Falden

Lecturer

University of Liverpool

UNITED KINGDOM

View details

Sascha Desmettre

Professor

Johannes Kepler University Linz

AUSTRIA

View details

Corina Constantinescu

Professor

University of Liverpool

UNITED KINGDOM

View details

Gaurav Khemka

Senior Lecturer

Australian National University

AUSTRALIA

View details

ApplyKite TwinLearns as you apply

Make your next move.

Prepare your application

Review drafts before you send them.

Mogens Steffensen

Research Interests

Contact this professor

Articles (15)

A buy-hold-sell pension saving strategy

Fairness

On Smoothing and Habit Formation of Variable Life Annuity Benefits

Optimal reinsurance design under solvency constraints

Stable dividends under linear-quadratic optimisation

Individual life insurance during epidemics

What is the value of the annuity market?

Equilibrium investment with random risk aversion

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

POLYNOMIAL UTILITY

Special Issue “Risks: Feature Papers 2021”

On the cost-of-capital rate under incomplete market valuation

Continuing Risks

An Intrinsic Value Approach to Valuation with Forward–Backward Loops in Dividend Paying Stocks

How sub-optimal are age-based life-cycle investment products?

Collaborators (6)

Benjamin Avanzi

Christian Furrer

Debbie Falden

Sascha Desmettre

Corina Constantinescu

Gaurav Khemka

Make your next move.