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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 - In: Finance and stochastics 5 (2001) 4, pp. 527-548
Persistent link: https://www.econbiz.de/10008216789
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Controlling Risk Exposure and Dividends Payout Schemes: Insurance Company Example
Højgaard, Bjarne; Taksar, Michael - In: Mathematical finance : an international journal of … 9 (1999) 2, pp. 153-182
Persistent link: https://www.econbiz.de/10008218615
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Risk comparisons of premium rules: optimality and a life insurance study
Asmussen, Søren; Møller, Jakob R. - In: Insurance / Mathematics & economics 32 (2003) 3, pp. 331-344
Persistent link: https://www.econbiz.de/10006887757
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TECHNICAL NOTES - On the Tail of the Waiting Time in a Markov-Modulated M-G-1 Queue
Asmussen, Søren; O'Cinneide, Colm - In: Operations research : the journal of the Operations … 50 (2002) 3, pp. 559-565
Persistent link: https://www.econbiz.de/10006418478
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An Operational Calculus for Matrix-Exponential Distributions, with Applications to a Brownian (q, Q) Inventory Model
Asmussen, Søren; Perry, David - In: Mathematics of operations research 23 (1998) 1, pp. 166-176
Persistent link: https://www.econbiz.de/10006419964
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Risk Theory in a Periodic Environment: The Cramer-Lundberg Approximation and Lundberg's Inequality
Asmussen, Søren; Rolski, Tomasz - In: Mathematics of operations research 19 (1994) 2, pp. 410-433
Persistent link: https://www.econbiz.de/10006421102
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Sensitivity Analysis of Insurance Risk Models via Simulation
Asmussen, Søren; Rubinstein, Reuven Y. - In: Management science : journal of the Institute for … 45 (1999) 8, pp. 1125-1141
Persistent link: https://www.econbiz.de/10006096566
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Asymptotic Behavior of Total Times for Jobs That Must Start Over if a Failure Occurs
Asmussen, Søren; Fiorini, Pierre; Lipsky, Lester; … - In: Mathematics of operations research 33 (2008) 4, pp. 932-964
Persistent link: https://www.econbiz.de/10008147916
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Efficient simulation of tail probabilities of sums of correlated lognormals
Asmussen, Søren; Blanchet, José; Juneja, Sandeep; … - 2011
Persistent link: https://www.econbiz.de/10009265525