Mahler set some of his own poetry in the 'Lieder eines fahrenden Gesellen'
and 'Das klagende Lied'.  I can think of some other cases where a song text
is attributed to an otherwise unknown poet and I've wondered whether the
composer is setting his own words under a pseudonym.  Many composers,
especially in the 20th century, have been their own librettists, which
is a kind of authorship.

Virginia Knight
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Personal hompage: http://www.ilrt.bris.ac.uk/~ggvhk/virginia.html