UB Paderborn / Katalog / Suche / in CDI

Optimal risk and dividend distribution control models for an insurance company

Mathematical methods of operations research (Heidelberg, Germany), 2000-02, Vol.51 (1), p.1-42

TAKSAR, M. I

2000

Volltextzugriff (PDF)

Optimal dynamic reinsurance policies for large insurance portfolios

Finance and stochastics, 2003-01, Vol.7 (1), p.97-121

2003

Volltextzugriff (PDF)

Optimal Financing of a Corporation Subject To Random Returns

Mathematical finance, 2002-04, Vol.12 (2), p.155-172

2002

Volltextzugriff (PDF)

Markovian Demand Inventory Models

1, 2009

Volltextzugriff (PDF)

Optimal risk and dividend control for a company with a debt liability

Insurance, mathematics & economics, 1998-05, Vol.22 (1), p.105-122

1998

Volltextzugriff (PDF)

Dynamic Optimization of Long-Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility

Mathematical finance, 2001-04, Vol.11 (2), p.153-188

2001

Volltextzugriff (PDF)

Dependence of the optimal risk control decisions on the terminal value for a financial corporation

Annals of operations research, 2000-01, Vol.98 (1), p.89

Taksar, Michael I

2000

Volltextzugriff (PDF)

On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang-Bang No-Arbitrage Criteria

Mathematical finance, 2004-04, Vol.14 (2), p.201-221

2004

Volltextzugriff (PDF)

Optimal non-proportional reinsurance control

Insurance, mathematics & economics, 2010-10, Vol.47 (2), p.246-254

2010

Volltextzugriff (PDF)

On reinsurance and investment for large insurance portfolios

Insurance, mathematics & economics, 2008-02, Vol.42 (1), p.434-444

2008

Volltextzugriff (PDF)

Optimal non-proportional reinsurance control and stochastic differential games

Insurance, mathematics & economics, 2011-01, Vol.48 (1), p.64-71

2011

Volltextzugriff (PDF)

Instantaneous Control of Brownian Motion

Mathematics of operations research, 1983-08, Vol.8 (3), p.439-453

1983

Volltextzugriff (PDF)

On absolute ruin minimization under a diffusion approximation model

Insurance, mathematics & economics, 2011-01, Vol.48 (1), p.123-133

2011

Volltextzugriff (PDF)

A Dynamic Stochastic Stock-Cutting Problem

Operations research, 1998-09, Vol.46 (5), p.690-701

1998

Volltextzugriff (PDF)

Minimal cost of a Brownian risk without ruin

Insurance, mathematics & economics, 2012-11, Vol.51 (3), p.685-693

2012

Volltextzugriff (PDF)

Infinite-Dimensional Linear Programming Approach to SingularStochastic Control

SIAM journal on control and optimization, 1997-03, Vol.35 (2), p.604-625

Taksar, Michael I.

1997

Volltextzugriff (PDF)

Regenerative Analysis and Steady State Distributions for Markov Chains

Operations research, 1985-09, Vol.33 (5), p.1107-1116

1985

Volltextzugriff (PDF)

Dynamic interaction models of economic equilibrium

Journal of economic dynamics & control, 2009, Vol.33 (1), p.166-182

2009

Volltextzugriff (PDF)

AN APPLICATION OF THE METHOD OF MOMENTS TO RANGE-BASED VOLATILITY ESTIMATION USING DAILY HIGH, LOW, OPENING, AND CLOSING (HLOC) PRICES

International journal of theoretical and applied finance, 2013-08, Vol.16 (5), p.1

2013

Volltextzugriff (PDF)

Mixed Band Control of Mutual Proportional Reinsurance

Journal of mathematical finance, 2013-01, Vol.3 (2), p.256-267

2013

Volltextzugriff (PDF)

Markovian Demand Inventory Models

1. Aufl., 2010

Volltextzugriff (PDF)

Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy

Journal of economic dynamics & control, 1992-07, Vol.16 (3), p.747-768

1992

Volltextzugriff (PDF)

A Heavy-Traffic Limit for the Cycle Counting Process in G/G/1, Optional Interruptions and Elastic Screen Brownian Motion

Mathematics of operations research, 1994-02, Vol.19 (1), p.132-151

1994

Volltextzugriff (PDF)

Diffusion Approximation for a Controlled Stochastic Manufacturing System with Average Cost Minimization

Mathematics of operations research, 1995-11, Vol.20 (4), p.895-922

1995

Volltextzugriff (PDF)

An Asymptotic Analysis of Hierarchical Control of Manufacturing Systems Under Uncertainty

Mathematics of operations research, 1991-08, Vol.16 (3), p.596-608

1991

Volltextzugriff (PDF)

Menü

Weitere Dienste

Einstellungen

Optimal risk and dividend distribution control models for an insurance company

Optimal dynamic reinsurance policies for large insurance portfolios

Optimal Financing of a Corporation Subject To Random Returns

Markovian Demand Inventory Models

Optimal risk and dividend control for a company with a debt liability

Dynamic Optimization of Long-Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility

Dependence of the optimal risk control decisions on the terminal value for a financial corporation

On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang-Bang No-Arbitrage Criteria

Optimal non-proportional reinsurance control

On reinsurance and investment for large insurance portfolios

Optimal non-proportional reinsurance control and stochastic differential games

Instantaneous Control of Brownian Motion

On absolute ruin minimization under a diffusion approximation model

A Dynamic Stochastic Stock-Cutting Problem

Minimal cost of a Brownian risk without ruin

Infinite-Dimensional Linear Programming Approach to SingularStochastic Control

Regenerative Analysis and Steady State Distributions for Markov Chains

Dynamic interaction models of economic equilibrium

AN APPLICATION OF THE METHOD OF MOMENTS TO RANGE-BASED VOLATILITY ESTIMATION USING DAILY HIGH, LOW, OPENING, AND CLOSING (HLOC) PRICES

Mixed Band Control of Mutual Proportional Reinsurance

Markovian Demand Inventory Models

Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy

A Heavy-Traffic Limit for the Cycle Counting Process in G/G/1, Optional Interruptions and Elastic Screen Brownian Motion

Diffusion Approximation for a Controlled Stochastic Manufacturing System with Average Cost Minimization

An Asymptotic Analysis of Hierarchical Control of Manufacturing Systems Under Uncertainty

Suchergebnisse filtern