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Taksar, Michael
14
Luo, Shangzhen
4
Højgaard, Bjarne
3
Evstigneev, Igor
2
Hipp, Christian
2
Tsoi, Allanus
2
Asmussen, Søren
1
BUESCU, CRISTIN
1
Hojgaard, Bjarne
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Insurance / Mathematics & economics
9
Finance and stochastics
2
Journal of economic dynamics & control
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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OLC EcoSci
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1
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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2
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
Saved in:
3
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
Saved in:
4
Stochastic control for optimal new business
Hipp, Christian
;
Taksar, Michael
- In:
Insurance / Mathematics & economics
26
(
2000
)
2-3
,
pp. 185-192
Persistent link: https://www.econbiz.de/10006905192
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5
Optimal proportional reinsurance policiesfor diffusion models with transaction costs
Hojgaard, Bjarne
;
Taksar, Michael
- In:
Insurance / Mathematics & economics
22
(
1998
)
1
,
pp. 41-52
Persistent link: https://www.econbiz.de/10006919614
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6
AN APPLICATION OF THE METHOD OF MOMENTS TO RANGE-BASED VOLATILITY ESTIMATION USING DAILY HIGH, LOW, OPENING, AND CLOSING (HLOC) PRICES
BUESCU, CRISTIN
;
TAKSAR, MICHAEL
;
KONÉ, FATOUMATA J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
Persistent link: https://www.econbiz.de/10010155221
Saved in:
7
On reinsurance and investment for large insurance portfolios
Luo, Shangzhen
;
Taksar, Michael
;
Tsoi, Allanus
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 434-444
Persistent link: https://www.econbiz.de/10007905812
Saved in:
8
Dynamic interaction models of economic equilibrium
Evstigneev, Igor
;
Taksar, Michael
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 166-182
Persistent link: https://www.econbiz.de/10008162050
Saved in:
9
The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance
Taksar, Michael
;
Hunderup, Christine Loft
- In:
Insurance / Mathematics & economics
40
(
2007
)
2
,
pp. 311-321
Persistent link: https://www.econbiz.de/10007397160
Saved in:
10
Minimal cost of a Brownian risk without ruin
Luo, Shangzhen
;
Taksar, Michael
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 685-694
Persistent link: https://www.econbiz.de/10010040310
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