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Korn, Ralf
22
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15
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8
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2
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Mathematical methods of operations research
6
Insurance / Mathematics & economics
5
Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Journal of economic dynamics & control
3
Zeitschrift für Operations-Research : ZOR ; mathematical methods of operations research
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Applied mathematical finance
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Astin bulletin : the journal of the International Actuarial Association
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Optimization : a journal of mathematical programming and operations research
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Risk : managing risk in the world's financial markets
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Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
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Consumption-portfolio optimization with recursive utility in incomplete markets
Kraft, Holger
;
Seifried, Frank Thomas
;
Steffensen, Mogens
- In:
Finance and stochastics
17
(
2012
)
1
,
pp. 161-196
Persistent link: https://www.econbiz.de/10010057623
Saved in:
2
A dynamic programming approach to constrained portfolios
Kraft, Holger
;
Steffensen, Mogens
- In:
European journal of operational research : EJOR
229
(
2013
)
2
,
pp. 453-461
Persistent link: https://www.econbiz.de/10010109335
Saved in:
3
Optimal smooth consumption and annuity design
Bruhn, Kenneth
;
Steffensen, Mogens
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2693-2701
Persistent link: https://www.econbiz.de/10010132094
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4
Portfolio problems stopping at first hitting time with application to default risk
Kraft, Holger
;
Steffensen, Mogens
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10006604818
Saved in:
5
A no arbitrage approach to Thiele's differential equation
Steffensen, Mogens
- In:
Insurance / Mathematics & economics
27
(
2000
)
2
,
pp. 201-214
Persistent link: https://www.econbiz.de/10006905503
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6
Quadratic Optimization of Life and Pension Insurance Payments
Steffensen, Mogens
- In:
Astin bulletin : the journal of the International …
36
(
2006
)
1
,
pp. 245-268
Persistent link: https://www.econbiz.de/10008222555
Saved in:
7
Asset allocation with contagion and explicit bankruptcy procedures
Kraft, Holger
;
Steffensen, Mogens
- In:
Journal of mathematical economics
45
(
2009
)
1
,
pp. 147-167
Persistent link: https://www.econbiz.de/10008160156
Saved in:
8
Optimal investment and life insurance strategies under minimum and maximum constraints
Nielsen, Peter Holm
;
Steffensen, Mogens
- In:
Insurance / Mathematics & economics
43
(
2008
)
1
,
pp. 15-28
Persistent link: https://www.econbiz.de/10008082365
Saved in:
9
How to invest optimally in corporate bonds: A reduced-form approach
Kraft, Holger
;
Steffensen, Mogens
- In:
Journal of economic dynamics & control
32
(
2008
)
2
,
pp. 348-385
Persistent link: https://www.econbiz.de/10007898791
Saved in:
10
Intervention options in life insurance
Steffensen, Mogens
- In:
Insurance / Mathematics & economics
31
(
2002
)
1
,
pp. 71-86
Persistent link: https://www.econbiz.de/10006893485
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