Michael Taksar

5.2k total citations
109 papers, 3.5k citations indexed

About

Michael Taksar is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Michael Taksar has authored 109 papers receiving a total of 3.5k indexed citations (citations by other indexed papers that have themselves been cited), including 60 papers in Finance, 39 papers in Management Science and Operations Research and 30 papers in Economics and Econometrics. Recurrent topics in Michael Taksar's work include Stochastic processes and financial applications (60 papers), Probability and Risk Models (30 papers) and Insurance, Mortality, Demography, Risk Management (28 papers). Michael Taksar is often cited by papers focused on Stochastic processes and financial applications (60 papers), Probability and Risk Models (30 papers) and Insurance, Mortality, Demography, Risk Management (28 papers). Michael Taksar collaborates with scholars based in United States, Canada and Denmark. Michael Taksar's co-authors include Søren Asmussen, Bjarne Højgaard, Linn I. Sennott, Suresh Sethi, J. Michael Harrison, Winfried K. Grassmann, Daniel P. Heyman, Tahir Choulli, Xun Yu Zhou and S⊘ren Asmussen and has published in prestigious journals such as Journal of the American Statistical Association, IEEE Transactions on Automatic Control and Automatica.

In The Last Decade

Michael Taksar

100 papers receiving 3.1k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Michael Taksar United States 30 1.8k 1.6k 1.4k 1.4k 641 109 3.5k
Agnès Sulem France 26 849 0.5× 2.3k 1.4× 618 0.4× 1.1k 0.8× 187 0.3× 85 3.0k
Xun Yu Zhou Hong Kong 41 2.8k 1.6× 4.5k 2.8× 1.6k 1.1× 2.2k 1.6× 175 0.3× 158 6.8k
Tomasz Rolski Poland 23 1.7k 0.9× 941 0.6× 658 0.5× 414 0.3× 913 1.4× 85 2.7k
Roland P. Malhamé Canada 23 607 0.3× 1.5k 0.9× 219 0.2× 1.0k 0.8× 177 0.3× 154 3.8k
Hailiang Yang Hong Kong 32 2.0k 1.1× 1.8k 1.1× 1.8k 1.2× 1.0k 0.8× 132 0.2× 159 3.1k
Nicole Bäuerle Germany 21 899 0.5× 799 0.5× 418 0.3× 539 0.4× 198 0.3× 83 1.7k
Tomasz R. Bielecki United States 24 554 0.3× 1.8k 1.1× 326 0.2× 603 0.4× 280 0.4× 89 2.4k
Stanley R. Pliska United States 23 890 0.5× 3.2k 2.0× 690 0.5× 1.9k 1.4× 105 0.2× 60 3.9k
Tak Kuen Siu Australia 31 968 0.5× 2.6k 1.6× 1.4k 1.0× 1.4k 1.0× 190 0.3× 228 3.6k
Andrew E. B. Lim United States 20 791 0.4× 949 0.6× 338 0.2× 361 0.3× 181 0.3× 53 1.7k

Countries citing papers authored by Michael Taksar

Since Specialization
Citations

This map shows the geographic impact of Michael Taksar's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Michael Taksar with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Michael Taksar more than expected).

Fields of papers citing papers by Michael Taksar

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Michael Taksar. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Michael Taksar. The network helps show where Michael Taksar may publish in the future.

Co-authorship network of co-authors of Michael Taksar

This figure shows the co-authorship network connecting the top 25 collaborators of Michael Taksar. A scholar is included among the top collaborators of Michael Taksar based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Michael Taksar. Michael Taksar is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Taksar, Michael, et al.. (2012). Minimal cost of a Brownian risk without ruin. Insurance Mathematics and Economics. 51(3). 685–693. 3 indexed citations
2.
Taksar, Michael & Xudong Zeng. (2010). Optimal non-proportional reinsurance control and stochastic differential games. Insurance Mathematics and Economics. 48(1). 64–71. 42 indexed citations
3.
Taksar, Michael, et al.. (2010). On absolute ruin minimization under a diffusion approximation model. Insurance Mathematics and Economics. 48(1). 123–133. 20 indexed citations
4.
Taksar, Michael, et al.. (2007). Optimal Terminal Wealth Under Partial Information: Both the Drift and the Volatility Driven by a Discrete-Time Markov Chain. SIAM Journal on Control and Optimization. 46(4). 1461–1482. 14 indexed citations
5.
Taksar, Michael. (2006). Ruin Probability Minimization and Dividend Distribution Optimization in Diffusion Models. 1. 2878–2882. 1 indexed citations
6.
Cadenillas, Abel, Tahir Choulli, Michael Taksar, & Lei Zhang. (2006). CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM. Mathematical Finance. 16(1). 181–202. 95 indexed citations
7.
Taksar, Michael. (2000). Optimal risk and dividend distribution control models for an insurance company. Mathematical Methods of Operations Research. 51(1). 1–42. 123 indexed citations
8.
Runggaldier, Wolfgang J., et al.. (1999). Диффузионная аппроксимация и оптимальное стохастическое управление. Теория вероятностей и ее применения. 44(4). 705–737.
9.
Taksar, Michael, et al.. (1999). Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example. Mathematical Finance. 9(2). 153–182. 152 indexed citations
10.
Højgaard, Bjarne & Michael Taksar. (1998). Optimal proportional reinsurance policies for diffusion models. Scandinavian Actuarial Journal. 1998(2). 166–180. 102 indexed citations
11.
Poznyak, Alexander S., et al.. (1997). Robust stochastic filtering for linear continuous uncertain systems with time-varying parameters. 1031–1036. 1 indexed citations
12.
Sethi, Suresh, et al.. (1995). Diffusion Approximation for a Controlled Stochastic Manufacturing System with Average Cost Minimization. Mathematics of Operations Research. 20(4). 895–922. 4 indexed citations
13.
Taksar, Michael. (1992). Skorohod problems with nonsmooth boundary conditions. Journal of Computational and Applied Mathematics. 40(2). 233–251. 8 indexed citations
14.
Menaldi, J. L., Maurice Robin, & Michael Taksar. (1992). Singular ergodic control for multidimensional Gaussian processes. Mathematics of Control Signals and Systems. 5(1). 93–114. 17 indexed citations
15.
Taksar, Michael & Winfried K. Grassmann. (1991). Probabilistic approach to computational algorithms for finding stationary distributions of Markov chains. Journal of Computational and Applied Mathematics. 36(2). 131–136. 1 indexed citations
16.
Lehoczky, John P., Suresh Sethi, H. Meté Soner, & Michael Taksar. (1991). An Asymptotic Analysis of Hierarchical Control of Manufacturing Systems Under Uncertainty. Mathematics of Operations Research. 16(3). 596–608. 47 indexed citations
17.
Sethi, Suresh & Michael Taksar. (1990). Deterministic Equivalent for a Continuous-Time Linear-Convex Stochastic Control Problem.
18.
Taksar, Michael, Michael J. Klass, & David Assaf. (1988). A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees. Mathematics of Operations Research. 13(2). 277–294. 124 indexed citations
19.
Grassmann, Winfried K. & Michael Taksar. (1982). Applications of Semi-Regenerative Theory to Computations of Stationary Distributions of Markov Chains.. 1 indexed citations
20.
Taksar, Michael. (1976). On Events Connected with Reaching a Set by Sample Paths of a Stochastic Process. Theory of Probability and Its Applications. 21(1). 144–148. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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