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Optimal dynamic portfolio sele...
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Taksar, Michael
42
Taksar, Michael I.
33
Luo, Shangzhen
13
Højgaard, Bjarne
11
Evstigneev, Igor V.
10
Hipp, Christian
9
Evstigneev, Igor
8
Sethi, Suresh P.
6
Tsoi, Allanus
4
Zeng, Xudong
4
Asmussen, Søren
3
Bahsoun, Wael
3
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3
Cheng, Feng
3
Choulli, Tahir
3
Vigna, Elena
3
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2
Buescu, Cristin
2
Gerrard, Russell
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Hojgaard, Bjarne
2
Hunderup, Christine Loft
2
KONÉ, FATOUMATA J.
2
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2
Schürger, Klaus
2
TAKSAR, MICHAEL
2
Asmussen, Soren
1
Belkina, Tatiana
1
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1
Dempster, Michael A. H.
1
Fatoumata J. Kon\'e
1
Giacinto, Marina Di
1
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1
Liu, John J.
1
Markussen, Charlotte
1
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14
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9
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Mathematical finance : an international journal of mathematics, statistics and financial theory
4
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ECONIS (ZBW)
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2
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51
On reinsurance and investment for large insurance portfolios
Luo, Shangzhen
;
Taksar, Michael
;
Tsoi, Allanus
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 434-444
Persistent link: https://www.econbiz.de/10007905812
Saved in:
52
Dynamic interaction models of economic equilibrium
Evstigneev, Igor
;
Taksar, Michael
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 166-182
Persistent link: https://www.econbiz.de/10008162050
Saved in:
53
The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance
Taksar, Michael
;
Hunderup, Christine Loft
- In:
Insurance / Mathematics & economics
40
(
2007
)
2
,
pp. 311-321
Persistent link: https://www.econbiz.de/10007397160
Saved in:
54
Minimal cost of a Brownian risk without ruin
Luo, Shangzhen
;
Taksar, Michael
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 685-694
Persistent link: https://www.econbiz.de/10010040310
Saved in:
55
Optimal non-proportional reinsurance control
Hipp, Christian
;
Taksar, Michael
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 246-255
Persistent link: https://www.econbiz.de/10008447794
Saved in:
56
On absolute ruin minimization under a diffusion approximation model
Luo, Shangzhen
;
Taksar, Michael
- In:
Insurance / Mathematics & economics
48
(
2011
)
1
,
pp. 123-134
Persistent link: https://www.econbiz.de/10008768333
Saved in:
57
Optimal non-proportional reinsurance control and stochastic differential games
Taksar, Michael
;
Zeng, Xudong
- In:
Insurance / Mathematics & economics
48
(
2011
)
1
,
pp. 64-72
Persistent link: https://www.econbiz.de/10008768338
Saved in:
58
On reinsurance and investment for large insurance portfolios
Luo, Shangzhen
;
Taksar, Michael
;
Tsoi, Allanus
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 434-445
Persistent link: https://www.econbiz.de/10008886682
Saved in:
59
Dynamic interaction models of economic equilibrium
Evstigneev, Igor
;
Taksar, Michael
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 166-183
Persistent link: https://www.econbiz.de/10008890134
Saved in:
60
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:
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