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On absolute ruin minimization under a diffusion approximation model
Luo, Shangzhen; Taksar, Michael I. - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 123-133
Persistent link: https://www.econbiz.de/10008839750
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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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Minimal cost of a Brownian risk without ruin
Luo, Shangzhen; Taksar, Michael I. - In: Insurance / Mathematics & economics 51 (2012) 3, pp. 685-693
Persistent link: https://www.econbiz.de/10009683193
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Optimal reinsurance under a jump diffusion model
Luo, Shangzhen - In: Stochastic analysis, stochastic systems, and …, (pp. 215-230). 2011
Persistent link: https://www.econbiz.de/10009271666
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On proportional reinsurance with a linear transaction rate
Luo, Shangzhen - In: Risk and decision analysis 3 (2012) 1/2, pp. 115-137
Persistent link: https://www.econbiz.de/10009655131
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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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Stochastic equilibria on graphs
Evstigneev, Igor V.; Taksar, Michael I. - 1992
Persistent link: https://www.econbiz.de/10000854780
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Stochastic equilibria on graphs ; 1
Evstigneev, Igor V. - 1992
Persistent link: https://www.econbiz.de/10000854781
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Stochastic equilibria on graphs ; 2
Evstigneev, Igor V. - 1993
Persistent link: https://www.econbiz.de/10000854782
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Dynamic interaction models of economic equilibrium
Evstigneev, Igor V.; Taksar, Michael I. - In: Journal of economic dynamics & control 33 (2009) 1, pp. 166-182
Persistent link: https://www.econbiz.de/10003810181