Mogens Steffensen

Mogens Steffensen

University of Copenhagen - Copenhagen / Denmark
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1519918
Københavns Universitet
person_outline Mogens Steffensen's MOST POPULAR ARTICLES
1-) Market-valuation methods in life and pension insuranceT Møller, M SteffensenCambridge University Press, 20071482007
2-) Consumption-portfolio optimization with recursive utility in incomplete marketsH Kraft, FT Seifried, M SteffensenFinance and Stochastics 17 (1), 161-196, 2013662013
3-) Risk and insuranceS Asmussen, M SteffensenSpringer International Publishing, 202070*2020
4-) Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problemsE Kryger, MB Nordfang, M SteffensenMathematical Methods of Operations Research 91 (3), 405-438, 202070*2020
5-) A dynamic programming approach to constrained portfoliosH Kraft, M SteffensenEuropean Journal of Operational Research 229 (2), 453-461, 2013692013