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Optimal risk/dividend distribution control models : applications to insurance
Taksar, Michael I. - 1999
Persistent link: https://www.econbiz.de/10001421303
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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 and dividend distribution control models for an insurance company
Taksar, Michael I. - In: Mathematical methods of operations research 51 (2000) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001488491
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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/10001372186
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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 financing of a corporation subject to random returns
P.Sethi, Suresh; Taksar, Michael I. - In: Mathematical finance : an international journal of … 12 (2002) 2, pp. 155-172
Persistent link: https://www.econbiz.de/10001686246