World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
34
Citations
7888
World Ranking
3036
National Ranking
1672

Best Publications

  • Growth-optimal investments and numeraire portfolios under transactions costs

    Igor V. Evstigneev;Wael Bahsoun;Michael I. Taksar;L.C. MacLean

  • Controlled diffusion models for optimal dividend pay-out

    Søren Asmussen;Michael Taksar

  • Optimal risk control and dividend distribution policies: example of excess-of loss reinsurance for an insurance corporation

    Søren Asmussen;Bjarne Højgaard;Michael Taksar

  • Instantaneous Control of Brownian Motion

    J. Michael Harrison;Michael I. Taksar

  • A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees

    Michael Taksar;Michael J. Klass;David Assaf

  • Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example

    Unknown

  • Optimal proportional reinsurance policies for diffusion models

    Bjarne Højgaard;Michael Taksar

  • Optimal risk and dividend distribution control models for an insurance company

    Unknown

  • CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM

    Abel Cadenillas;Tahir Choulli;Michael Taksar;Lei Zhang

  • A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control

    Tahir Choulli;Michael Taksar;Xun Yu Zhou

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

    Michael I. Taksar;Xun Yu Zhou

  • On reinsurance and investment for large insurance portfolios

    Shangzhen Luo;Michael Taksar;Allanus Tsoi

  • Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy

    Bjarne Højgaard;Michael Taksar

  • Optimal dynamic reinsurance policies for large insurance portfolios

    Unknown

  • Markovian demand inventory models

    Dirk Beyer;Feng Cheng;Suresh P. Sethi;Michael Taksar;Michael Taksar

  • Optimal Financing of a Corporation Subject To Random Returns

    Suresh P. Sethi;Michael I. Taksar

  • A stochastic volatility model and optimal portfolio selection

    Xudong Zeng;Michael Taksar

  • Average Optimal Singular Control and a Related Stopping Problem

    Michael I. Taksar

  • An asymptotic analysis of hierarchical control of manufacturing systems under uncertainty

    John Lehoczky;Suresh P. Sethi;H. M. Soner;Michael I. Taksar

  • A note on Merton's “Optimum Consumption and Portfolio Rules in a continuous-Time Model”

    Suresh P. Sethi;Michael Taksar

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