Superior Title: Risks, Vol 11, Iss 1, p 10 (2022)
Subject Terms: n/a, Insurance, HG8011-9999
File Description: electronic resource
Authors: Mogens Steffensen
Superior Title: Risks, Vol 10, Iss 3, p 64 (2022)
Subject Terms: n/a, Insurance, HG8011-9999
File Description: electronic resource
Superior Title: Mathematics, Vol 9, Iss 13, p 1520 (2021)
Subject Terms: corporate finance, with-profit insurance, forward–backward stochastic differential equations, intrinsic value, Mathematics, QA1-939
File Description: electronic resource
Authors: Mogens Steffensen
Superior Title: Risks, Vol 2, Iss 1, Pp 1-2 (2014)
Subject Terms: n/a, Insurance, HG8011-9999
File Description: electronic resource
Authors: Mogens Steffensen
Superior Title: Risks, Vol 1, Iss 1, Pp 43-44 (2013)
Subject Terms: n/a, Insurance, HG8011-9999
File Description: electronic resource
Authors: Maj-Britt Nordfang, Mogens Steffensen
Superior Title: Journal of Risk and Financial Management; Volume 10; Issue 1; Pages: 1
Subject Terms: optimal mortgage choice, stochastic control theory, stochastic interest rate
File Description: application/pdf
Relation: Mathematics and Finance; https://dx.doi.org/10.3390/jrfm10010001
Availability: https://doi.org/10.3390/jrfm10010001
Authors: Holger Kraft, Mogens Steffensen
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.actuaries.org/AFIR/Colloquia/Stockholm/Kraft.pdf.
File Description: application/pdf
Authors: Holger Kraft, Mogens Steffensen
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.econ.ku.dk/FRU/WorkingPapers/PDF/2006/2006_03.pdf.
Subject Terms: default risk, financial distress, default correlation, con- tagion, Markov chains. JEL-Classification, G13
File Description: application/pdf
Authors: Holger Kraft, Mogens Steffensen
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.econ.ku.dk/fru/wp/archive/2005_07.pdf.
Subject Terms: portfolio optimization, stochastic interest rates, default risk, recovery risk, beta distribution, joint default factor
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.643.8739; http://www.econ.ku.dk/fru/wp/archive/2005_07.pdf
Availability: http://www.econ.ku.dk/fru/wp/archive/2005_07.pdf
Authors: Holger Kraft, Mogens Steffensen
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.econ.ku.dk/FRU/WorkingPapers/PDF/2005/2005_07.pdf.
Subject Terms: portfolio optimization, stochastic interest rates, default risk, recovery risk, beta distribution, joint default factor
File Description: application/pdf
Authors: Mogens Steffensen
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.act.ku.dk/wop/2002/wop183.pdf.
Subject Terms: Markov chain, Dividends and bonus, Power utility, Bellman equation, Durable goods
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.200.57; http://www.act.ku.dk/wop/2002/wop183.pdf
Availability: http://www.act.ku.dk/wop/2002/wop183.pdf
Authors: Mikkel Dahl, Thomas Mikosch, Thomas Møller, Mogens Steffensen
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.math.ku.dk/noter/filer/phd05md.pdf.
Subject Terms: Acknowledgements
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.588.2886; http://www.math.ku.dk/noter/filer/phd05md.pdf
Availability: http://www.math.ku.dk/noter/filer/phd05md.pdf
Authors: Mogens Steffensen, Supervisor Ragnar Norberg
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.math.ku.dk/noter/filer/phd01ms.pdf.
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.434.3891; http://www.math.ku.dk/noter/filer/phd01ms.pdf
Availability: http://www.math.ku.dk/noter/filer/phd01ms.pdf
Authors: Søren Asmussen, Mogens Steffensen
Resource Type: eBook.
Subjects: Economics, Mathematical, Actuarial science, Risk management--Mathematical models, Insurance--Mathematics, Probabilities, Finance--Mathematical models
Authors: Holger, Kraft, Lorenz S, Schendel, Mogens Steffensen, Holger Kraft, Lorenz S Schendel
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: https://www.econstor.eu/bitstream/10419/93092/1/779748565.pdf.
File Description: application/pdf
Authors: Ralf Korn, Mogens Steffensen
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.econ.ku.dk/fru/wp/archive/2006_02.pdf.
Subject Terms: Continuous-time game, asymmetric decisions, market crash, utility opti
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.643.9515; http://www.econ.ku.dk/fru/wp/archive/2006_02.pdf
Availability: http://www.econ.ku.dk/fru/wp/archive/2006_02.pdf
Authors: Holger Kraft, Mogens Steffensen
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.math.ku.dk/english/research/msmie/wops/204.pdf.
Subject Terms: portfolio optimization, stochastic interest rates, default risk, recovery risk, beta distribution, joint default factor
File Description: application/pdf
Authors: Johan De Kock, Holger Kraft, Mogens Steffensen
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.math.ku.dk/~mogens/kks_cdo_correct.pdf.
Subject Terms: Markov chains, credit risk, credit derivatives, contagion JEL-Classification, G13, G33
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.139.942; http://www.math.ku.dk/~mogens/kks_cdo_correct.pdf
Availability: http://www.math.ku.dk/~mogens/kks_cdo_correct.pdf
Authors: Thomas Møller, Mogens Steffensen
Resource Type: eBook.