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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Optimal risk/dividend distribution control models : applications to insurance
Taksar, Michael I.
-
1999
Persistent link: https://www.econbiz.de/10001421303
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5
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
Saved in:
6
Stochastic equilibria on graphs
Evstigneev, Igor V.
;
Taksar, Michael I.
-
1992
Persistent link: https://www.econbiz.de/10000854780
Saved in:
7
Explicit solution of a general consumption portfolio problem with subsistence consumption and bankruptcy
Sethi, Suresh P.
- In:
Journal of economic dynamics & control
16
(
1992
)
3
,
pp. 747-768
Persistent link: https://www.econbiz.de/10001130434
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8
Hedging in incomplete markets and optimal control
Hipp, Christian
(
contributor
); …
-
2000
Persistent link: https://www.econbiz.de/10001580591
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9
On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825768
Saved in:
10
Stochastic equilibria on graphs
Evstigneev, Igor V.
- In:
Journal of mathematical economics
24
(
1995
)
4
,
pp. 383-406
Persistent link: https://www.econbiz.de/10001287259
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