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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
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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
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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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An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices
Buescu, Cristin; Taksar, Michael I.; Koné, Fatoumata J. - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-24
Persistent link: https://www.econbiz.de/10009784042
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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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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