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Optimal non-proportional reinsurance control and stochastic differential games
Taksar, Michael; Zeng, Xudong - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 64-72
Persistent link: https://www.econbiz.de/10008768338
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Analysis of the expected discounted penalty function for a general jump–diffusion risk model and applications in finance
Zeng, Xudong - In: Insurance / Mathematics & economics 46 (2010) 2, pp. 385-397
Persistent link: https://www.econbiz.de/10008391771
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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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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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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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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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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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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
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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
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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