//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A Heavy Traffic Limit for the...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
45
Theory
44
Stochastic process
20
Stochastischer Prozess
20
Manufacturing system
12
Produktionssystem
12
Kontrolltheorie
8
Production planning
8
Produktionsplanung
8
Control theory
7
Markov chain
7
Markov-Kette
7
Portfolio-Management
7
Reinsurance
7
Rückversicherung
7
Portfolio selection
6
Risikomanagement
6
Risk management
6
Dividend
5
Dividende
5
Equilibrium theory
5
Gleichgewichtstheorie
5
Mathematical programming
5
Mathematische Optimierung
5
Probability theory
5
Wahrscheinlichkeitsrechnung
5
CAPM
4
Capacity planning
4
Insurance
4
Inventory model
4
Kapazitätsplanung
4
Lagerhaltungsmodell
4
Risiko
4
Risk
4
Versicherung
4
Arbitrage Pricing
3
Black-Scholes model
3
Dynamic programming
3
Dynamische Optimierung
3
Martingale
3
more ...
less ...
Online availability
All
Free
26
Undetermined
17
Type of publication
All
Article
58
Book / Working Paper
46
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Working Paper
7
Arbeitspapier
6
Graue Literatur
5
Non-commercial literature
5
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
65
Undetermined
39
Author
All
Taksar, Michael I.
82
Kella, Offer
21
Sethi, Suresh
20
Evstigneev, Igor V.
16
Sethi, Suresh P.
9
Finkelshtain, Israel
6
Schürger, Klaus
6
Zhang, Qing
6
Beyer, Dirk
4
Luo, Shangzhen
4
Scarsini, Marco
4
Suo, Wulin
4
Bahsoun, Wael
3
Cheng, Feng
3
D'Auria, Bernardo
3
Krichagina, Elena V.
3
Markussen, Charlotte
3
Presman, Ernst L.
3
Akian, Marianne
2
Asmussen, Søren
2
Boxma, Onno
2
Hipp, Christian
2
Højgaard, Bjarne
2
Ivanovs, Jevgenijs
2
Krichagina, Elena
2
Lehoczky, John P.
2
Lou, Sheldon
2
Lou, Sheldon X.C.
2
Löpker, Andreas
2
Mandjes, Michel
2
Presman, Ernst
2
Ramasubramanian, S.
2
Ravner, Liron
2
Soner, Halil Mete
2
Yan, Houmin
2
Zeng, Xudong
2
Zhou, Xun Yu
2
Asmussen, Soren
1
BAHSOUN, Wael
1
Bar-Lev, Shaul K.
1
more ...
less ...
Institution
All
Departamento de Estadistica, Universidad Carlos III de Madrid
3
Bonn Graduate School of Economics
1
Centre for Actuarial Studies
1
Institut für Schweizerisches Bankwesen <Zürich>
1
University of Bonn, Germany
1
arXiv.org
1
Published in...
All
Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Finance and stochastics
4
Journal of mathematical economics
4
Mathematics of operations research
4
Stochastic Processes and their Applications
4
Journal of economic dynamics & control
3
Operations research letters
3
Statistics & Probability Letters
3
Statistics and Econometrics Working Papers
3
Bonn Econ Discussion Papers
2
Discussion paper / A
2
Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Rheinische Friedrich-Wilhelms-Universität, Bonn, Projektbereich A
2
Journal of Economic Dynamics and Control
2
Mathematical Finance
2
Mathematical methods of operations research
2
Operations research : the journal of the Operations Research Society of America
2
Risk and decision analysis
2
Annals of operations research
1
Bonn Econ Discussion Papers / BGSE
1
Computational Statistics
1
Discussion paper / B
1
Economics Letters
1
Economics letters
1
Finance and Stochastics
1
Insurance: Mathematics and Economics
1
International Series in Operations Research & Management Science
1
International Series in Operations Research and Management Science
1
International journal of theoretical and applied finance
1
International series in operations research & management science
1
Journal of Mathematical Economics
1
Journal of mathematical finance
1
Mathematical Methods of Operations Research
1
Operations research
1
Papers / arXiv.org
1
Research paper series / Swiss Finance Institute
1
SpringerLink / Bücher
1
Swiss Finance Institute Research Paper
1
Swiss Finance Institute Research Paper Series
1
Technical report / Economic series
1
more ...
less ...
Source
All
ECONIS (ZBW)
64
RePEc
23
OLC EcoSci
14
USB Cologne (business full texts)
2
EconStor
1
Showing
61
-
70
of
104
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
61
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:
62
Hedging in incomplete markets and optimal control
Hipp, Christian
(
contributor
); …
-
2000
Persistent link: https://www.econbiz.de/10001580591
Saved in:
63
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
Saved in:
64
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
Saved in:
65
Optimal risk/dividend distribution control models : applications to insurance
Taksar, Michael I.
-
1999
Persistent link: https://www.econbiz.de/10001421303
Saved in:
66
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
Saved in:
67
Stochastic equilibria on graphs
Evstigneev, Igor V.
- In:
Journal of mathematical economics
24
(
1995
)
4
,
pp. 383-406
Persistent link: https://www.econbiz.de/10001287259
Saved in:
68
Stochastic equilibria on graphs
Evstigneev, Igor V.
- In:
Journal of mathematical economics
23
(
1994
)
5
,
pp. 401-433
Persistent link: https://www.econbiz.de/10001287260
Saved in:
69
A Dynamic Stochastic Stock-Cutting Problem
Krichagina, Elena V.
;
Rubio, Rodrigo
;
Taksar, Michael I.
; …
- In:
Operations research : the journal of the Operations …
46
(
1998
)
5
,
pp. 690-701
Persistent link: https://www.econbiz.de/10006419811
Saved in:
70
Diffusion Approximation for a Controlled Stochastic Manufacturing System with Average Cost Minimization
Krichagina, Elena V.
;
Lou, Sheldon X.C.
;
Sethi, Suresh P.
; …
- In:
Mathematics of operations research
20
(
1995
)
4
,
pp. 895-922
Persistent link: https://www.econbiz.de/10006420795
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->