Michael I. Taksar

Finance · 2000–2013

A researcher in the Science corpus: 11 papers; trusts 13 researchers and is trusted by 29 researchers here, as inferred from the citation graph.

Subfields

• Finance — 22 citations into it; #3,415 of 10,518 by trust here, #3,142 by citations
• Demography — 12 citations into it; #205 of 4,236 by trust here, #488 by citations
• Management Science and Operations Research — 11 citations into it; #1,057 of 11,946 by trust here, #1,411 by citations
• Economics and Econometrics — 10 citations into it; #5,312 of 23,481 by trust here, #12,103 by citations

Whom Michael I. Taksar trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Tamer Basar
2. Robert Buff
3. Christian Hipp
4. Eckhard Platen
5. Xudong Zeng
6. Hanspeter Schmidli
7. Harold J. Kushner
8. Bernt Øksendal
9. Andrew J. G. Cairns
10. D. Heath

Who trusts Michael I. Taksar overall

1. Chuancun Yin
2. Florin Avram
3. Kam Chuen Yuen
4. Zhuo Jin
5. Bjarne Højgaard
6. Jostein Paulsen
7. Zbigniew Palmowski
8. Minghe Zhou
9. Robert J. R. Elliott
10. Hanspeter Schmidli

Papers from Michael I. Taksar's perspective

Ordered by how strongly the researchers Michael I. Taksar trusts endorse each paper. Same corpus, a different order for every researcher.

1. Dynamic Noncooperative Game Theory
2. A Benchmark Approach to Quantitative Finance
3. Controlled Markov processes and viscosity solutions
4. Portfolio Selection in Stochastic Environments
5. User’s guide to viscosity solutions of second order partial differential equations
6. Dynamic Programming and Markov Processes
7. Optimal non-proportional reinsurance control
8. A stochastic differential reinsurance game (Journal of Applied Probability)
9. Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
10. Numerical Methods for Stochastic Control Problems in Continuous Time

Their papers

• Stochastic Control in Insurance (2010) — 215 citations
• Stochastic control for optimal new business (2000) — 56 citations
• Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy (2004) — 101 citations
• On reinsurance and investment for large insurance portfolios (2008) — 118 citations
• Optimal non-proportional reinsurance control (2010) — 66 citations
• CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM (2006) — 143 citations
• Optimal non-proportional reinsurance control and stochastic differential games (2011) — 65 citations
• A stochastic volatility model and optimal portfolio selection (2013) — 98 citations
• Dynamic Optimization of Long‐Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility (2001) — 103 citations
• Growth-optimal investments and numeraire portfolios under transactions costs (2013) — 348 citations
• Markovian demand inventory models (2010) — 88 citations