E-LIB Suche - Ergebnisse für: Steffensen, Mogens

1

Fairness: plurality, causality, and insurability:

Fahrenwaldt, Matthias ; Furrer, Christian ; Hiabu, Munir Eberhardt...
European Actuarial Journal. 14 (2024) 2 - p. 317-328 , 2024

Link: https://doi.org/10.1007/..

2

A buy-hold-sell pension saving strategy:

Khemka, Gaurav ; Steffensen, Mogens ; Warren, Geoffrey J.
Insurance: Mathematics and Economics. 119 (2024) - p. 1-16 , 2024

Link: https://doi.org/10.1016/..

3

On Smoothing and Habit Formation of Variable Life Annuity B..:

Steffensen, Mogens ; Vikkelsøe, Savannah Halling
Journal of Risk and Financial Management. 17 (2024) 2 - p. 75 , 2024

Link: https://doi.org/10.3390/..

4

Risk limitation and risk sharing in investment and insuranc:

Havrylenko, Yevhen , 2023

Link: http://nbn-resolving.de/..

5

What is the value of the annuity market?:

Steffensen, Mogens ; Søe, Julie Bjørner
Decisions in Economics and Finance. , 2023

Link: https://doi.org/10.1007/..

6

Equilibrium investment with random risk aversion:

Desmettre, Sascha ; Steffensen, Mogens
Mathematical Finance. 33 (2023) 3 - p. 946-975 , 2023

Link: https://doi.org/10.1111/..

7

Optimal consumption, investment, and insurance under state-..:

Steffensen, Mogens ; Søe, Julie Bjørner
ASTIN Bulletin. 53 (2023) 1 - p. 104-128 , 2023

Link: https://doi.org/10.1017/..

8

Optimal reinsurance design under solvency constraints:

Avanzi, Benjamin ; Lau, Hayden ; Steffensen, Mogens
Scandinavian Actuarial Journal. 2024 (2023) 4 - p. 383-416 , 2023

Link: https://doi.org/10.1080/..

9

Individual life insurance during epidemics:

Francis, Laura ; Steffensen, Mogens
Annals of Actuarial Science. 18 (2023) 1 - p. 152-175 , 2023

Link: https://doi.org/10.1017/..

10

Continuing Risks:

Constantinescu, Corina ; Guillen, Montserrat ; Steffensen, Mogens
Risks. 11 (2022) 1 - p. 10 , 2022

Link: https://doi.org/10.3390/..

11

Special Issue "Risks: Feature Papers 2021":

Steffensen, Mogens
Risks. 10 (2022) 3 - p. 64 , 2022

Link: https://doi.org/10.3390/..

12

Pension Product Design and Relations to the Danish Market:

, In: The Danish Pension System,

Jarner, Søren Fiig ; Munk, Claus ; Steffensen, Mogens - p. 78-117 , 2022

Link: https://doi.org/10.1093/..

13

On the cost‐of‐capital rate under incomplete market valuati..:

Albrecher, Hansjörg ; Eisele, Karl‐Theodor ; Steffensen, Mogens.
Journal of Risk and Insurance. 89 (2022) 4 - p. 1139-1158 , 2022

Link: https://doi.org/10.1111/..

14

On retirement time decision making:

Chen, An ; Hentschel, Felix ; Steffensen, Mogens
Insurance: Mathematics and Economics. 100 (2021) - p. 107-129 , 2021

Link: https://doi.org/10.1016/..

15

An Intrinsic Value Approach to Valuation with Forward–Backw..:

Nyegaard, Anna Kamille ; Ott, Johan Raunkjær ; Steffensen, Mogens
Mathematics. 9 (2021) 13 - p. 1520 , 2021

Link: https://doi.org/10.3390/..