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~subject:"Risikomanagement"
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Risikomanagement
Theorie
33
Theory
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Stochastic process
10
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10
Dividend
9
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9
Rückversicherung
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insurance economics
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Control theory
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insurance management
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Anlagepolitk
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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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Geldpolitik
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Kreditwesen
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Actuarial mathematics
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Taksar, Michael I.
6
Højgaard, Bjarne
2
Asmussen, Søren
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Hipp, Christian
1
Liu, John J.
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Luo, Shangzhen
1
Yuan, Jiguang
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Finance and stochastics
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Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
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ECONIS (ZBW)
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1
Risikomanagement von Naturkatastrophen : helfen mathematische Methoden?
Hipp, Christian
- In:
Zeitschrift für die gesamte Versicherungswissenschaft …
88
(
1999
)
2/3
,
pp. 443-456
Persistent link: https://www.econbiz.de/10001420976
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2
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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3
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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4
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:
5
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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6
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:
7
Optimal risk/dividend distribution control models : applications to insurance
Taksar, Michael I.
-
1999
Persistent link: https://www.econbiz.de/10001421303
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