Concepedia
Statistics
Publications
61
Citations
4.8K
H-Index
34
Active since
1983
Affiliations
Stony Brook University(Current)
State University of New York
University of Missouri
University of Toronto
Aalborg University
Michael Taksar is an author at Stony Brook University specializing in business, finance, and engineering.
Top concepts
BusinessEngineeringFinanceEconomicsQuantitative ManagementMathematical ProgrammingManagementAsset PricingOperations ResearchSystems Engineering
Publications per year
1983–2013
Stochastic Dynamic Programming and the Control of Queueing Systems
Michael Taksar, Linn I. Sennott · Journal of the American Statistical Association · 2000 · 416 citations
Optimization Criteria, Engineering, Optimization Problem +11
Controlled diffusion models for optimal dividend pay-out
Søren Asmussen, Michael Taksar · Insurance Mathematics and Economics · 1997 · 409 citations
Economics, Computational Finance, Asset Pricing +6
Regenerative Analysis and Steady State Distributions for Markov Chains
Winfried K. Grassmann, Michael Taksar, Daniel P. Heyman · Operations Research · 1985 · 363 citations
Markov Chains, Engineering, Entropy +12
Instantaneous Control of Brownian Motion
J. Michael Harrison, Michael Taksar · Mathematics of Operations Research · 1983 · 304 citations
Engineering, Stochastic Processes, Stochastic System +10
Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
S⊘ren Asmussen, Bjarne H�jgaard, Michael Taksar · Finance and Stochastics · 2000 · 257 citations
Insurance Distribution, Insurance Markets, Optimal Risk Control +14
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