Steffensen, Mogens, 1970-
Steffensen, Mogens
VIAF ID: 36884072 ( Personal )
Permalink: http://viaf.org/viaf/36884072
Preferred Forms
- 100 1 _ ‡a Steffensen, Mogens
- 100 1 _ ‡a Steffensen, Mogens
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- 100 1 _ ‡a Steffensen, Mogens (sparse)
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- 100 1 _ ‡a Steffensen, Mogens ‡d 1970-
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- 100 1 _ ‡a Steffensen, Mogens, ‡d 1970-
4xx's: Alternate Name Forms (1)
5xx's: Related Names (1)
Works
Title | Sources |
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Bankruptcy, counterparty risk and contagion | |
Consumption and wage humps in a life-cycle model with education | |
A dynamic programming approach to constrained portfolios | |
How to invest optimally in corporate bonds | |
Life insurance demand under health shock risk | |
Market-valuation methods in life and pension insurance | |
On Merton's problem for life insurers | |
Optimal consumption and insurance | |
Quadratic optimization of life insurance payment streams | |
Risk and insurance : a graduate text | |
Surplus-linked life insurance | |
Worst case portfolio optimization and HJB-systems | |
A ¤no arbitrage approach to Thiele's differential equation | |
A ¤note on the free policy reserve | |
A ¤two-account model of pension saving contracts |