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Optimal risk control and dividend distribution policies : example of excess-of loss reinsurance for an insurance corporation
Asmussen, Søren; Højgaard, Bjarne; Taksar, Michael I. - In: Finance and stochastics 4 (2000) 3, pp. 299-324
Persistent link: https://www.econbiz.de/10001487076
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Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
Asmussen, Søren; Højgaard, Bjarne; Taksar, Michael - In: Finance and stochastics 4 (2000) 3, pp. 299-324
Persistent link: https://www.econbiz.de/10008217577
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Optimal risk control for a large corporation in the presence of returns on investments
Højgaard, Bjarne; Taksar, Michael I. - In: Finance and stochastics 5 (2001) 4, pp. 527-547
Persistent link: https://www.econbiz.de/10001614610
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Optimal risk control for a large corporation in the presence of returns on investments
Højgaard, Bjarne; Taksar, Michael - In: Finance and stochastics 5 (2001) 4, pp. 527-548
Persistent link: https://www.econbiz.de/10008216789
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On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance
Asmussen, Søren - In: Finance and stochastics 26 (2022) 3, pp. 383-416
Persistent link: https://www.econbiz.de/10013440228
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Optimal dynamic reinsurance policies for large insurance portfolios
Taksar, Michael I.; Markussen, Charlotte - In: Finance and stochastics 7 (2003) 1, pp. 97-121
Persistent link: https://www.econbiz.de/10001724646