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Optimal non-proportional reins...
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Insurance
Theorie
33
Theory
33
Stochastic process
10
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10
Dividend
9
Dividende
9
Rückversicherung
9
Versicherungsmathematik
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insurance economics
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7
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insurance management
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investment Policy
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optimal dividend payment
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ruin probability constraint
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stochastic control
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Gleichgewichtstheorie
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Versicherungswirtschaft
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Kreditwesen
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Taksar, Michael I.
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Eichhorn, Wolfgang
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Hipp, Christian
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Luo, Shangzhen
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Symposium Geld, Finanzwirtschaft, Banken und Versicherungen <6, 1993, Karlsruhe>
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Insurance / Mathematics & economics
1
Journal of mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Geld, Finanzwirtschaft, Banken und Versicherungen : 1993 ; Beiträge zum 6. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 8.- 10. Deze...
Hipp, Christian
(
ed.
);
Eichhorn, Wolfgang
(
contributor
); …
-
1994
Persistent link: https://www.econbiz.de/10000423339
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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
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3
Optimal risk/dividend distribution control models : applications to insurance
Taksar, Michael I.
-
1999
Persistent link: https://www.econbiz.de/10001421303
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4
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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5
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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6
On reinsurance and investment for large insurance portfolios
Luo, Shangzhen
;
Taksar, Michael I.
;
Tsoi, Allanus
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 434-444
Persistent link: https://www.econbiz.de/10003682573
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