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13
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51
Optimal proportional reinsurance policiesfor diffusion models with transaction costs
Hojgaard, Bjarne
;
Taksar, Michael
- In:
Insurance / Mathematics & economics
22
(
1998
)
1
,
pp. 41-52
Persistent link: https://www.econbiz.de/10006919614
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
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:
54
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:
55
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:
56
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:
57
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
;
KONÉ, FATOUMATA J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
Persistent link: https://www.econbiz.de/10010155221
Saved in:
58
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:
59
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:
60
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:
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