Bjarne Højgaard

Available identifiers

zbMath Open hojgaard.bjarneMaRDI QIDQ234257

List of research outcomes

Publication	Date of Publication	Type
Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy	2019-01-15	Paper
Choosing the optimal annuitization time post-retirement	2014-01-24	Paper
Optimal Dynamic Premium Control in Non-life Insurance. Maximizing Dividend Pay-outs	2004-03-16	Paper
Optimal risk control for a large corporation in the presence of returns on investments	2002-03-13	Paper
Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example	2001-11-26	Paper
Rare events simulation for heavy-tailed distributions	2001-03-28	Paper
Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation	2001-03-01	Paper
Approximations for Finite Horizon Ruin Probabilities in the Renewal Model	2000-11-01	Paper
https://portal.mardi4nfdi.de/entity/Q4947602	2000-04-25	Paper
Optimal proportional reinsurance policies for diffusion models	1999-03-25	Paper
https://portal.mardi4nfdi.de/entity/Q4396372	1998-06-14	Paper
Optimal proportional reinsurance policies for diffusion models with transaction costs	1998-01-01	Paper
Convergence rates in matrix analytic models	1996-12-02	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Bjarne Højgaard