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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 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
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Optimal non-proportional reinsurance control
Hipp, Christian; Taksar, Michael I. - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 246-254
Persistent link: https://www.econbiz.de/10008654238
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Optimal excess-of-loss reinsurance under borrowing constraints
Luo, Shangzhen; Taksar, Michael I. - In: Risk and decision analysis 2 (2010/11) 2, pp. 103-123
Persistent link: https://www.econbiz.de/10009304894
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Excess-of-loss reinsurance under taxes and fixed costs
Choulli, Tahir; Taksar, Michael I. - In: Risk and decision analysis 2 (2010/11) 2, pp. 85-101
Persistent link: https://www.econbiz.de/10009304895
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Mixed band control of mutual proportional reinsurance
Taksar, Michael I.; Liu, John J.; Yuan, Jiguang - In: Journal of mathematical finance 3 (2013) 2, pp. 256-267
Persistent link: https://www.econbiz.de/10010239577
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Optimal non-proportional reinsurance control and stochastic differential games
Taksar, Michael I.; Zeng, Xudong - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 64-71
Persistent link: https://www.econbiz.de/10008839763