Bjarne Højgaard
2000–2004
A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 18 researchers here, as inferred from the citation graph.
Whom Bjarne Højgaard trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Bjarne Højgaard overall
- Shuanming Li
- Hans U. Gerber
- Pablo Azcue
- Kristina P. Pavlova
- Christian Hipp
- Jostein Paulsen
- E. Shiu
- D. Dickson
- Nora Muler
- C. Irgens
Papers from Bjarne Højgaard's perspective
Ordered by how strongly the researchers Bjarne Højgaard trusts endorse each paper. Same corpus, a different order for every researcher.
- Stochastic control for optimal new business
- Controlled Markov processes and viscosity solutions
- Optimal Proportional Reinsurance Policies in a Dynamic Setting
- Continuous Time Finance
- Stochastic processes in insurance and finance
- Ruin probabilities (Advanced Series on Statistical Science & Applied Probability)
- Modelling Extremal Events for Insurance and Finance
- Optimal investment for insurers
- Power tailed ruin probabilities in the presence of risky investments
- Optimal Dynamic XL Reinsurance (ASTIN Bulletin: The Journal of the International Actuarial Association)
Their papers
- Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs (2002) — 65 citations
- Rare events simulation for heavy-tailed distributions (2000) — 128 citations
- Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy (2004) — 101 citations