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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

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

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

Stochastic equilibria on graphs

Evstigneev, Igor V.; Taksar, Michael I. - 1992

Persistent link: https://www.econbiz.de/10000854780

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

Capital growth under transaction costs : an analysis based on the von Neumann-Gale model

Bahsoun, Wael; Evstigneev, Igor V.; Taksar, Michael I. - 2008

In the recent work of Dempster, Evstigneev and Taksar (2006) it has been shown that the von Neumann-Gale model of economic dynamics can serve as a convenient and natural framework for the analysis of questions of asset pricing and hedging under transaction costs. The present article focuses on a...

Persistent link: https://www.econbiz.de/10003961438

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

Excess-of-loss reinsurance under taxes and fixed costs

Choulli, Tahir; Taksar, Michael I. - In: Risk and decision analysis 2 (2010/11) 2, pp. 85-101

Persistent link: https://www.econbiz.de/10009304895

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

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