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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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Asset pricing and hedging in financial markets with transaction costs : an approach based on the von Neumann-Gale model
Dempster, Michael A. H. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003187224
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Optimal dynamic reinsurance policies for large insurance portfolios
Taksar, Michael I.; Markussen, Charlotte - In: Finance and stochastics 7 (2003) 1, pp. 97-121
Persistent link: https://www.econbiz.de/10001724646
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Optimal financing of a corporation subject to random returns
P.Sethi, Suresh; Taksar, Michael I. - In: Mathematical finance : an international journal of … 12 (2002) 2, pp. 155-172
Persistent link: https://www.econbiz.de/10001686246
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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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Hedging in incomplete markets and optimal control
Hipp, Christian (contributor);  … - 2000
Persistent link: https://www.econbiz.de/10001580591
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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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Explicit solution of a general consumption portfolio problem with subsistence consumption and bankruptcy
Sethi, Suresh P. - In: Journal of economic dynamics & control 16 (1992) 3, pp. 747-768
Persistent link: https://www.econbiz.de/10001130434