Edit Profile (opens in new tab) Højgaard, Bjarne Compute Distance To: Compute Author ID: hojgaard.bjarne Published as: Højgaard, Bjarne; Højgaard, B. Documents Indexed: 13 Publications since 1996, including 1 Book Co-Authors: 6 Co-Authors with 11 Joint Publications 167 Co-Co-Authors all top 5 Co-Authors 2 single-authored 6 Taksar, Michael I. 4 Asmussen, Søren 1 Binswanger, Klemens 1 Gerrard, Russell 1 Møller, Jakob Riishede 1 Vigna, Elena all top 5 Serials 2 Scandinavian Actuarial Journal 2 Finance and Stochastics 2 Quantitative Finance 1 Insurance Mathematics & Economics 1 Communications in Statistics. Stochastic Models 1 Bernoulli 1 Mathematical Finance 1 Scandinavian Actuarial Journal 1 Theory of Stochastic Processes all top 5 Fields 11 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Probability theory and stochastic processes (60-XX) 6 Statistics (62-XX) 2 Systems theory; control (93-XX) 1 Partial differential equations (35-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Numerical analysis (65-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 12 Publications have been cited 483 times in 306 Documents Cited by ▼ Year ▼ Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation. Zbl 0958.91026Asmussen, Søren; Højgaard, Bjarne; Taksar, Michael 127 2000 Controlling risk exposure and dividends payout schemes: Insurance company example. Zbl 0999.91052Højgaard, Bjarne; Taksar, Michael 107 1999 Optimal proportional reinsurance policies for diffusion models. Zbl 1075.91559Højgaard, B.; Taksar, M. 70 1998 Optimal proportional reinsurance policies for diffusion models with transaction costs. Zbl 1093.91518Højgaard, Bjarne; Taksar, Michael 40 1998 Optimal risk control for a large corporation in the presence of returns on investments. Zbl 1049.93090Højgaard, Bjarne; Taksar, Michael 36 2001 Rare events simulation for heavy-tailed distributions. Zbl 0958.65010Asmussen, Søren; Binswanger, Klemens; Højgaard, Bjarne 30 2000 Optimal dynamic premium control in non-life insurance. Maximizing dividend pay-outs. Zbl 1039.91042Højgaard, Bjarne 26 2002 Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy. Zbl 1405.91558Højgaard, Bjarne; Taksar, Michael 23 2004 Choosing the optimal annuitization time post-retirement. Zbl 1279.91094Gerrard, Russell; Højgaard, Bjarne; Vigna, Elena 16 2012 Finite horizon ruin probabilities for Markov-modulated risk processes with heavy tails. Zbl 0892.62078Asmussen, Søren; Højgaard, Bjarne 4 1996 Approximations for finite horizon ruin probabilities in the renewal model. Zbl 0952.91039Asmussen, Søren; Højgaard, Bjarne 3 1999 Convergence rates in matrix analytic models. Zbl 0852.60098Højgaard, Bjarne; Møller, Jakob R. 1 1996 Choosing the optimal annuitization time post-retirement. Zbl 1279.91094Gerrard, Russell; Højgaard, Bjarne; Vigna, Elena 16 2012 Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy. Zbl 1405.91558Højgaard, Bjarne; Taksar, Michael 23 2004 Optimal dynamic premium control in non-life insurance. Maximizing dividend pay-outs. Zbl 1039.91042Højgaard, Bjarne 26 2002 Optimal risk control for a large corporation in the presence of returns on investments. Zbl 1049.93090Højgaard, Bjarne; Taksar, Michael 36 2001 Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation. Zbl 0958.91026Asmussen, Søren; Højgaard, Bjarne; Taksar, Michael 127 2000 Rare events simulation for heavy-tailed distributions. Zbl 0958.65010Asmussen, Søren; Binswanger, Klemens; Højgaard, Bjarne 30 2000 Controlling risk exposure and dividends payout schemes: Insurance company example. Zbl 0999.91052Højgaard, Bjarne; Taksar, Michael 107 1999 Approximations for finite horizon ruin probabilities in the renewal model. Zbl 0952.91039Asmussen, Søren; Højgaard, Bjarne 3 1999 Optimal proportional reinsurance policies for diffusion models. Zbl 1075.91559Højgaard, B.; Taksar, M. 70 1998 Optimal proportional reinsurance policies for diffusion models with transaction costs. Zbl 1093.91518Højgaard, Bjarne; Taksar, Michael 40 1998 Finite horizon ruin probabilities for Markov-modulated risk processes with heavy tails. Zbl 0892.62078Asmussen, Søren; Højgaard, Bjarne 4 1996 Convergence rates in matrix analytic models. Zbl 0852.60098Højgaard, Bjarne; Møller, Jakob R. 1 1996 all cited Publications top 5 cited Publications all top 5 Cited by 410 Authors 16 Jin, Zhuo 15 Yang, Hailiang 13 Guo, Junyi 9 Asmussen, Søren 9 Li, Zhongfei 9 Taksar, Michael I. 9 Zhou, Ming 8 Bai, Lihua 8 Yao, Dingjun 8 Yuen, Kam Chuen 8 Zhang, Xin 7 Wang, Rongming 7 Zeng, Yan 6 Blanchet, Jose H. 6 Li, Shuanming 6 Liang, Zongxia 6 Meng, Hui 6 Yin, Chuancun 6 Yin, Gang George 5 Chen, Mi 5 Chen, Ping 5 Chen, Shumin 5 Hu, Yijun 5 Shen, Yang 5 Siu, Tak Kuen 5 Villeneuve, Stéphane 5 Xu, Lin 4 Cadenillas, Abel 4 Chen, Peimin 4 Keppo, Jussi 4 Liu, Wei 4 Palmowski, Zbigniew 4 Peng, Xiaofan 4 Schmidli, Hanspeter 4 Young, Virginia R. 4 Zhao, Hui 4 Zhu, Jinxia 3 A, Chunxiang 3 Cheng, Gongpin 3 Frangos, Nikos E. 3 Gerber, Hans U. 3 Gu, Ailing 3 Guan, Chonghu 3 He, Lin 3 Hipp, Christian 3 Højgaard, Bjarne 3 Juneja, Sandeep 3 Kortschak, Dominik 3 Kroese, Dirk P. 3 Lai, Yongzeng 3 Liang, Xiaoqing 3 Liang, Zhibin 3 Liu, Jingchen 3 Luo, Shangzhen 3 Shiu, Elias S. W. 3 Sun, Zhongyang 3 Vigna, Elena 3 Wang, Lei 3 Wang, Wenyuan 3 Wang, Yan 3 Warin, Xavier 3 Wei, Jiaqin 3 Wei, Pengyu 3 Yao, Haixiang 3 Yi, Fahuai 3 Zadorozhnyi, Vladimir N. 3 Zakharenkova, Tatiana R. 3 Zhang, Nan 3 Zhang, Shuaiqi 3 Zou, Bin 2 Avram, Florin 2 Bäuerle, Nicole 2 Bo, Lijun 2 Cai, Jun 2 Cheng, Xiang 2 Choulli, Tahir 2 Christensen, Bent Jesper 2 Dadashi, Hassan 2 Dai, Min 2 Deng, Yingchun 2 Di Giacinto, Marina 2 Fan, Kun 2 Feng, Runhuan 2 Frostig, Esther 2 Glynn, Peter W. 2 Gu, Mengdi 2 Huang, Ya 2 Kałuszka, Marek 2 Li, Danping 2 Li, Peng 2 Li, Qicai 2 Li, Yan 2 Li, Yongwu 2 Liu, Guoxin 2 Luo, Xiankang 2 Ma, Jin 2 Mnif, Mohamed 2 Moreno-Bromberg, Santiago 2 Murthy, Karthyek R. A. 2 Pierre, Erwan ...and 310 more Authors all top 5 Cited in 79 Serials 69 Insurance Mathematics & Economics 20 Scandinavian Actuarial Journal 16 Journal of Industrial and Management Optimization 8 Journal of Computational and Applied Mathematics 8 Acta Mathematicae Applicatae Sinica. English Series 8 North American Actuarial Journal 7 Stochastic Processes and their Applications 7 ASTIN Bulletin 6 Journal of Economic Dynamics & Control 6 Queueing Systems 6 The Annals of Applied Probability 6 Communications in Statistics. Theory and Methods 5 Advances in Applied Probability 5 Journal of Applied Probability 5 Stochastic Analysis and Applications 5 Mathematical Problems in Engineering 5 Mathematical Finance 5 Methodology and Computing in Applied Probability 4 Journal of Optimization Theory and Applications 4 Finance and Stochastics 4 Stochastic Models 4 Mathematical Control and Related Fields 3 Operations Research Letters 3 Annals of Operations Research 3 European Journal of Operational Research 3 Discrete Dynamics in Nature and Society 3 Applied Stochastic Models in Business and Industry 3 Quantitative Finance 3 Journal of Systems Science and Complexity 3 Journal of Applied Mathematics and Computing 3 Stochastics 3 SIAM Journal on Financial Mathematics 2 Mathematical Methods in the Applied Sciences 2 Applied Mathematics and Optimization 2 Statistics & Probability Letters 2 Optimization 2 Mathematical and Computer Modelling 2 Mathematical Methods of Operations Research 2 International Journal of Theoretical and Applied Finance 2 Probability in the Engineering and Informational Sciences 2 The ANZIAM Journal 2 Frontiers of Mathematics in China 2 Nonlinear Analysis. Hybrid Systems 2 European Actuarial Journal 2 Stochastic Systems 1 Journal of Mathematical Analysis and Applications 1 Applied Mathematics and Computation 1 Automatica 1 Journal of Differential Equations 1 Mathematics and Computers in Simulation 1 Mathematics of Operations Research 1 SIAM Journal on Control and Optimization 1 Chinese Annals of Mathematics. Series B 1 Science in China. Series A 1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences 1 Applied Mathematical Modelling 1 Communications in Statistics. Simulation and Computation 1 Applied Mathematics. Series B (English Edition) 1 Top 1 Applied Mathematical Finance 1 Bernoulli 1 Wuhan University Journal of Natural Sciences (WUJNS) 1 CEJOR. Central European Journal of Operations Research 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 OR Spectrum 1 Journal of Biological Dynamics 1 Mathematics and Financial Economics 1 Optimization Letters 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 Science China. Mathematics 1 International Journal of Stochastic Analysis 1 Journal of Probability and Statistics 1 ISRN Mathematical Analysis 1 Statistics and Computing 1 Annals of Finance 1 Numerical Algebra, Control and Optimization 1 Journal of the Operations Research Society of China 1 Journal of Function Spaces 1 Cogent Mathematics all top 5 Cited in 13 Fields 262 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 138 Systems theory; control (93-XX) 137 Probability theory and stochastic processes (60-XX) 44 Calculus of variations and optimal control; optimization (49-XX) 39 Operations research, mathematical programming (90-XX) 36 Statistics (62-XX) 18 Numerical analysis (65-XX) 9 Computer science (68-XX) 5 Partial differential equations (35-XX) 2 Ordinary differential equations (34-XX) 1 Measure and integration (28-XX) 1 Integral equations (45-XX) 1 Biology and other natural sciences (92-XX) Citations by Year