The following pages link to Mogens Steffensen (Q201414):
Displaying 49 items.
- Markov chain modeling of policyholder behavior in life insurance and pension (Q487613) (← links)
- Optimal consumption and investment under time-varying relative risk aversion (Q633319) (← links)
- Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems (Q784782) (← links)
- How to invest optimally in corporate bonds: a reduced-form approach (Q844585) (← links)
- Reserve-dependent surrender rates (Q903674) (← links)
- Optimal investment and life insurance strategies under minimum and maximum constraints (Q938028) (← links)
- Asset allocation with contagion and explicit bankruptcy procedures (Q999740) (← links)
- Intervention options in life insurance (Q1394965) (← links)
- Consumption-portfolio optimization with recursive utility in incomplete markets (Q1936832) (← links)
- Nonrecursive separation of risk and time preferences (Q2201707) (← links)
- Matrix representations of life insurance payments (Q2209784) (← links)
- On retirement time decision making (Q2234755) (← links)
- Forward transition rates (Q2274227) (← links)
- Household consumption, investment and life insurance (Q2276237) (← links)
- Obituary: Ragnar Norberg (1945--2017) (Q2323646) (← links)
- Personal finance and life insurance under separation of risk aversion and elasticity of substitution (Q2347056) (← links)
- Inconsistent investment and consumption problems (Q2355306) (← links)
- A dynamic programming approach to constrained portfolios (Q2355875) (← links)
- Worst-case-optimal dynamic reinsurance for large claims (Q2391938) (← links)
- Smooth investment (Q2397785) (← links)
- Portfolio problems stopping at first hitting time with application to default risk (Q2500790) (← links)
- The policyholder's static and dynamic decision making of life insurance and pension payments (Q2511471) (← links)
- A combined stochastic programming and optimal control approach to personal finance and pensions (Q2516635) (← links)
- A two-account model of pension saving contracts (Q3077735) (← links)
- What is the time value of a stream of investments? (Q3367754) (← links)
- Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach (Q3395772) (← links)
- (Q3438080) (← links)
- Surplus-linked life insurance (Q3440843) (← links)
- On Worst-Case Portfolio Optimization (Q3544225) (← links)
- (Q3606196) (← links)
- Quadratic Optimization of Life and Pension Insurance Payments (Q3632870) (← links)
- Stress scenario generation for solvency and risk management (Q4575363) (← links)
- Optimal consumption, investment and life insurance with surrender option guarantee (Q4576760) (← links)
- PERSONAL NON-LIFE INSURANCE DECISIONS AND THE WELFARE LOSS FROM FLAT DEDUCTIBLES (Q4629472) (← links)
- On Merton’s Problem for Life Insurers (Q4661693) (← links)
- Around the Life Cycle: Deterministic Consumption-Investment Strategies (Q4689976) (← links)
- A note on - vs. -expected loss portfolio constraints (Q4991071) (← links)
- Eliciting Risk Preferences and Elasticity of Substitution (Q4991770) (← links)
- Ragnar Norberg (1945–2017): an actuary of a unique kind (Q5193488) (← links)
- Risk and Insurance (Q5216807) (← links)
- Optimal Dividend Strategies of Two Collaborating Businesses in the Diffusion Approximation Model (Q5219547) (← links)
- SAFE-SIDE SCENARIOS FOR FINANCIAL AND BIOMETRICAL RISK (Q5398354) (← links)
- Michael I. Taksar (Q5410795) (← links)
- Deterministic mean-variance-optimal consumption and investment (Q5410799) (← links)
- Bankruptcy, Counterparty Risk, and Contagion* (Q5430113) (← links)
- A no arbitrage approach to Thiele's differential equation (Q5942778) (← links)
- POLYNOMIAL UTILITY (Q6119777) (← links)
- Equilibrium investment with random risk aversion (Q6146680) (← links)
- Optimal consumption, investment, and insurance under state-dependent risk aversion (Q6163456) (← links)
