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Stochastic Pareto-optimal reinsurance policies
Zeng, Xudong; Luo, Shangzhen - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 671-677
Persistent link: https://www.econbiz.de/10010227906
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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
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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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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
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On the fundamental theorem of asset pricing : random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.; Schürger, Klaus; Taksar, Michael I. - In: Mathematical finance : an international journal of … 14 (2004) 2, pp. 201-221
Persistent link: https://www.econbiz.de/10002032691
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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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Optimal risk/dividend distribution control models : applications to insurance
Taksar, Michael I. - 1999
Persistent link: https://www.econbiz.de/10001421303